-63.1%
AAL vs SWKS
+23.7%
-86.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.3% | -0.4% |
| 7D | -3.7% | +12.5% | -16.2% | -9.1% |
| 30D | -20.8% | +10.5% | -31.3% | -24.7% |
| 3M | -1.3% | -7.4% | +6.1% | +1.1% |
| 6M | +5.4% | +32.7% | -27.3% | -11.6% |
| YTD | -14.4% | +19.2% | -33.5% | -25.0% |
| 1Y | +2.1% | +2.4% | -0.3% | -4.4% |
| 3Y | -10.6% | -25.6% | +15.1% | -7.7% |
| 5Y | -32.2% | -53.4% | +21.2% | -14.3% |
| All | -63.1% | +23.7% | -86.9% | -71.4% |
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