+78.5%
AME vs SEDG
-93.5%
+172.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.3% | +0.6% |
| 7D | +5.9% | -13.3% | +19.2% | +6.9% |
| 30D | -1.9% | -21.9% | +19.9% | -0.3% |
| 3M | -5.4% | -25.9% | +20.5% | -3.8% |
| 6M | +4.9% | -44.2% | +49.2% | +7.4% |
| YTD | +18.5% | -17.3% | +35.8% | +16.8% |
| 1Y | +25.5% | -34.5% | +60.0% | +25.5% |
| 3Y | +63.0% | -66.7% | +129.7% | +65.2% |
| All | +78.5% | -93.5% | +172.0% | +115.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling