+57.0%
AME vs SEDG
-76.7%
+133.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.5% |
| 7D | +1.3% | +3.6% | -2.3% | +1.1% |
| 30D | -6.6% | +9.3% | -15.9% | -7.1% |
| 3M | +3.0% | -39.1% | +42.1% | +4.9% |
| 6M | +5.3% | +1.8% | +3.5% | +3.8% |
| YTD | +15.4% | +22.0% | -6.6% | +12.5% |
| 1Y | +26.8% | +17.2% | +9.6% | +23.1% |
| All | +57.0% | -76.7% | +133.7% | +66.5% |
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 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