+67.2%
AEP vs SEDG
-87.2%
+154.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | 0.0% |
| 7D | -0.9% | +1.4% | -2.3% | -1.0% |
| 30D | -1.1% | +8.3% | -9.4% | -1.3% |
| 3M | -3.3% | -40.7% | +37.4% | -2.3% |
| 6M | -4.6% | -3.9% | -0.7% | -5.7% |
| YTD | +9.4% | +20.2% | -10.8% | +7.1% |
| 1Y | +16.9% | +17.6% | -0.7% | +14.0% |
| 3Y | +76.6% | -76.6% | +153.2% | +84.3% |
| All | +67.2% | -87.2% | +154.3% | +80.0% |
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