-87.2%
SEDG vs ACM
+2.7%
-90.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.3% | -0.9% |
| 7D | +3.6% | -3.7% | +7.3% | +6.7% |
| 30D | +9.3% | -12.7% | +22.0% | +20.0% |
| 3M | -39.1% | -9.8% | -29.3% | -35.3% |
| 6M | +1.8% | -31.4% | +33.2% | +34.2% |
| YTD | +22.0% | -32.1% | +54.1% | +59.3% |
| 1Y | +17.2% | -47.8% | +65.0% | +97.5% |
| 3Y | -76.3% | -22.1% | -54.3% | -73.6% |
| 5Y | -87.2% | +1.8% | -89.0% | -88.6% |
| All | -87.2% | +2.7% | -90.0% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling