+62.5%
AFL vs SEDG
-77.1%
+139.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.3% | +0.7% |
| 7D | -1.6% | +1.4% | -3.1% | -1.7% |
| 30D | -4.0% | +8.3% | -12.3% | -4.1% |
| 3M | -0.5% | -40.7% | +40.2% | -0.3% |
| 6M | +6.5% | -3.9% | +10.4% | +5.8% |
| YTD | +6.2% | +20.2% | -14.0% | +5.0% |
| 1Y | +8.3% | +17.6% | -9.3% | +6.8% |
| 3Y | +62.5% | -76.6% | +139.1% | +73.9% |
| All | +62.5% | -77.1% | +139.6% | +73.9% |
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