+394.4%
AME vs SEDG
+81.7%
+312.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.5% | -6.5% | -0.6% |
| 7D | +2.8% | +12.1% | -9.3% | +1.6% |
| 30D | -6.3% | +14.7% | -21.0% | -7.7% |
| 3M | +5.4% | -43.0% | +48.4% | +9.8% |
| 6M | +7.4% | +9.0% | -1.6% | +3.4% |
| YTD | +16.2% | +26.3% | -10.1% | +9.4% |
| 1Y | +26.8% | +8.9% | +17.9% | +19.6% |
| 3Y | +57.5% | -75.5% | +133.0% | +62.8% |
| 5Y | +84.8% | -86.7% | +171.6% | +97.6% |
| 10Y | +424.3% | +110.6% | +313.7% | +276.6% |
| All | +394.4% | +81.7% | +312.7% | +249.5% |
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