+21.6%
ACI vs SEDG
-75.0%
+96.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.6% | +8.9% | +3.4% |
| 7D | -3.7% | +1.4% | -5.1% | -3.8% |
| 30D | +0.6% | +8.3% | -7.7% | +0.4% |
| 3M | -20.3% | -40.7% | +20.3% | -19.7% |
| 6M | -24.7% | -3.9% | -20.7% | -25.4% |
| YTD | -27.2% | +20.2% | -47.4% | -28.5% |
| 1Y | -32.7% | +17.6% | -50.3% | -34.1% |
| 3Y | -43.9% | -76.6% | +32.7% | -43.2% |
| 5Y | -38.9% | -87.1% | +48.2% | -37.8% |
| All | +21.6% | -75.0% | +96.5% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SEDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling