-65.4%
AAL vs SWKS
+37.5%
-103.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.7% | +7.1% |
| 7D | +8.3% | -2.7% | +11.0% | +9.6% |
| 30D | +11.0% | +8.5% | +2.5% | +6.7% |
| 3M | -11.2% | +17.3% | -28.5% | -19.7% |
| 6M | +6.1% | +25.1% | -19.0% | -9.2% |
| YTD | -7.6% | +33.3% | -41.0% | -25.1% |
| 1Y | +3.7% | +22.9% | -19.2% | -12.3% |
| 3Y | +20.5% | +5.5% | +15.0% | +1.9% |
| 5Y | -36.4% | -41.9% | +5.5% | -28.7% |
| 10Y | -65.4% | +32.4% | -97.9% | -75.4% |
| All | -65.4% | +37.5% | -103.0% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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