+404.2%
AME vs SEDG
+19.0%
+385.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.3% | +0.6% |
| 7D | +5.9% | -13.3% | +19.2% | +7.3% |
| 30D | -1.9% | -21.9% | +19.9% | +0.3% |
| 3M | -5.4% | -25.9% | +20.5% | -3.1% |
| 6M | +4.9% | -44.2% | +49.2% | +8.3% |
| YTD | +18.5% | -17.3% | +35.8% | +15.8% |
| 1Y | +25.5% | -34.5% | +60.0% | +25.3% |
| 3Y | +63.0% | -66.7% | +129.7% | +60.2% |
| 5Y | +78.3% | -93.4% | +171.7% | +106.0% |
| 10Y | +447.1% | +78.7% | +368.4% | +298.4% |
| All | +404.2% | +19.0% | +385.2% | +269.7% |
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