+82.2%
AIG vs SEDG
+83.3%
-1.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.4% |
| 7D | -2.4% | +8.7% | -11.1% | -3.1% |
| 30D | -2.9% | +10.3% | -13.3% | -3.9% |
| 3M | +0.8% | -32.6% | +33.4% | +2.8% |
| 6M | -2.7% | -3.6% | +0.9% | -5.4% |
| YTD | -11.2% | +27.4% | -38.6% | -16.6% |
| 1Y | -1.5% | +24.9% | -26.4% | -8.8% |
| 3Y | +34.4% | -75.3% | +109.7% | +38.7% |
| 5Y | +54.4% | -86.3% | +140.7% | +64.4% |
| 10Y | +64.4% | +117.7% | -53.3% | +17.3% |
| All | +82.2% | +83.3% | -1.1% | +26.5% |
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