+76.0%
SEDG vs AEIS
+1,049.2%
-973.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.8% | +3.7% | +4.8% |
| 7D | +12.1% | +8.1% | +4.0% | +7.0% |
| 30D | +14.7% | -11.1% | +25.8% | +21.7% |
| 3M | -43.0% | -5.6% | -37.4% | -42.0% |
| 6M | +9.0% | -0.6% | +9.7% | +3.9% |
| YTD | +26.3% | +38.0% | -11.8% | -3.2% |
| 1Y | +8.9% | +87.2% | -78.3% | -29.8% |
| 3Y | -75.5% | +179.7% | -255.2% | -87.6% |
| 5Y | -86.7% | +241.7% | -328.5% | -94.0% |
| 10Y | +110.6% | +547.2% | -436.6% | -38.4% |
| All | +76.0% | +1,049.2% | -973.2% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AEIS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling