+330.6%
AEM vs SEDG
-75.7%
+406.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.4% | -7.3% | -3.1% |
| 7D | -5.0% | +8.7% | -13.8% | -5.5% |
| 30D | +8.5% | +10.3% | -1.9% | +7.8% |
| 3M | +29.3% | -32.6% | +61.9% | +31.0% |
| 6M | -12.9% | -3.6% | -9.4% | -14.3% |
| YTD | +16.8% | +27.4% | -10.6% | +12.8% |
| 1Y | +29.8% | +24.9% | +4.9% | +25.3% |
| All | +330.6% | -75.7% | +406.4% | +348.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling