+64.2%
AIG vs SEDG
+106.4%
-42.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.0% | +0.9% |
| 7D | -1.2% | +1.4% | -2.6% | -1.3% |
| 30D | -1.1% | +8.3% | -9.4% | -1.9% |
| 3M | +0.7% | -40.7% | +41.3% | +3.8% |
| 6M | -2.2% | -3.9% | +1.7% | -5.0% |
| YTD | -10.8% | +20.2% | -31.0% | -15.9% |
| 1Y | -2.0% | +17.6% | -19.6% | -8.9% |
| 3Y | +34.8% | -76.6% | +111.4% | +41.6% |
| 5Y | +55.0% | -87.1% | +142.1% | +68.0% |
| All | +64.2% | +106.4% | -42.3% | +21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling