+100.2%
SEDG vs AEIS
+562.2%
-462.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.9% | -10.6% | -8.6% |
| 7D | +1.4% | +2.3% | -0.9% | -0.4% |
| 30D | +8.3% | -14.8% | +23.1% | +17.7% |
| 3M | -40.7% | -15.6% | -25.1% | -35.5% |
| 6M | -3.9% | -8.7% | +4.8% | -4.0% |
| YTD | +20.2% | +37.3% | -17.1% | -8.5% |
| 1Y | +17.6% | +80.3% | -62.7% | -23.4% |
| 3Y | -76.6% | +177.9% | -254.6% | -88.3% |
| 5Y | -87.1% | +235.8% | -322.9% | -94.3% |
| All | +100.2% | +562.2% | -462.0% | -42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling