+355.1%
AEM vs SEDG
+106.4%
+248.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.6% | +7.5% | +2.3% |
| 7D | -2.1% | +1.4% | -3.5% | -2.3% |
| 30D | +8.4% | +8.3% | +0.1% | +7.6% |
| 3M | +27.3% | -40.7% | +67.9% | +30.9% |
| 6M | -9.7% | -3.9% | -5.7% | -11.7% |
| YTD | +19.0% | +20.2% | -1.3% | +13.8% |
| 1Y | +31.5% | +17.6% | +13.9% | +25.1% |
| 3Y | +338.7% | -76.6% | +415.3% | +352.9% |
| 5Y | +307.4% | -87.1% | +394.5% | +331.3% |
| All | +355.1% | +106.4% | +248.6% | +292.3% |
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