+297.4%
AEM vs SEDG
-86.4%
+383.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.4% | -7.3% | -3.2% |
| 7D | -5.0% | +8.7% | -13.8% | -5.6% |
| 30D | +8.5% | +10.3% | -1.9% | +7.6% |
| 3M | +29.3% | -32.6% | +61.9% | +31.4% |
| 6M | -12.9% | -3.6% | -9.4% | -14.7% |
| YTD | +16.8% | +27.4% | -10.6% | +11.7% |
| 1Y | +29.8% | +24.9% | +4.9% | +23.7% |
| 3Y | +336.7% | -75.3% | +412.0% | +365.3% |
| All | +297.4% | -86.4% | +383.8% | +341.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling