+263.0%
AG vs SEDG
+81.7%
+181.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.5% | -7.6% | -2.1% |
| 7D | +4.5% | +12.1% | -7.6% | +2.6% |
| 30D | +12.9% | +14.7% | -1.8% | +10.3% |
| 3M | +20.9% | -43.0% | +64.0% | +29.6% |
| 6M | -19.5% | +9.0% | -28.6% | -24.3% |
| YTD | +24.8% | +26.3% | -1.5% | +14.4% |
| 1Y | +120.2% | +8.9% | +111.3% | +103.1% |
| 3Y | +279.0% | -75.5% | +354.5% | +299.6% |
| 5Y | +67.9% | -86.7% | +154.6% | +88.9% |
| 10Y | +57.5% | +110.6% | -53.1% | +14.9% |
| All | +263.0% | +81.7% | +181.4% | +184.9% |
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 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