+237.8%
AEP vs SEDG
+75.6%
+162.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.8% | -0.5% |
| 7D | +0.9% | +3.6% | -2.7% | +0.8% |
| 30D | +1.5% | +9.3% | -7.8% | +1.1% |
| 3M | -1.7% | -39.1% | +37.4% | -0.6% |
| 6M | -4.0% | +1.8% | -5.8% | -5.3% |
| YTD | +10.6% | +22.0% | -11.4% | +8.1% |
| 1Y | +18.6% | +17.2% | +1.4% | +15.5% |
| 3Y | +78.7% | -76.3% | +155.0% | +80.8% |
| 5Y | +65.1% | -87.2% | +152.3% | +69.1% |
| 10Y | +177.7% | +108.6% | +69.1% | +153.2% |
| All | +237.8% | +75.6% | +162.2% | +206.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling