+65.2%
SEDG vs AEIS
+1,018.1%
-952.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | -0.3% |
| 7D | +8.9% | +3.0% | +5.9% | +6.9% |
| 30D | +0.9% | -14.6% | +15.5% | +9.6% |
| 3M | -53.2% | -12.4% | -40.8% | -50.0% |
| 6M | -9.9% | -15.0% | +5.1% | -5.3% |
| YTD | +18.5% | +34.3% | -15.7% | -7.7% |
| 1Y | +0.1% | +87.4% | -87.3% | -35.6% |
| 3Y | -78.9% | +139.8% | -218.7% | -88.4% |
| 5Y | -88.0% | +220.7% | -308.8% | -94.5% |
| 10Y | +97.5% | +531.6% | -434.1% | -41.4% |
| All | +65.2% | +1,018.1% | -952.9% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling