+100.2%
SEDG vs ACM
+134.0%
-33.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.7% | -6.3% |
| 7D | +1.4% | -4.6% | +6.0% | +4.4% |
| 30D | +8.3% | +4.1% | +4.2% | +5.1% |
| 3M | -40.7% | -8.3% | -32.4% | -38.3% |
| 6M | -3.9% | -30.1% | +26.1% | +18.3% |
| YTD | +20.2% | -32.6% | +52.8% | +50.0% |
| 1Y | +17.6% | -49.6% | +67.2% | +79.7% |
| 3Y | -76.6% | -23.0% | -53.6% | -72.9% |
| 5Y | -87.1% | +2.0% | -89.1% | -87.3% |
| All | +100.2% | +134.0% | -33.8% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling