+76.8%
AEP vs SEDG
-75.7%
+152.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.3% | -1.0% |
| 7D | -1.0% | +8.7% | -9.7% | -1.1% |
| 30D | -0.1% | +10.3% | -10.4% | -0.2% |
| 3M | -3.2% | -32.6% | +29.4% | -2.9% |
| 6M | -5.3% | -3.6% | -1.7% | -6.0% |
| YTD | +9.5% | +27.4% | -17.8% | +7.8% |
| 1Y | +17.5% | +24.9% | -7.4% | +15.3% |
| All | +76.8% | -75.7% | +152.6% | +96.9% |
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