-68.3%
AAL vs SWKS
+49.5%
-117.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.7% | -8.3% | -6.9% |
| 7D | +2.9% | +10.9% | -7.9% | -2.0% |
| 30D | +6.5% | +17.6% | -11.1% | -1.5% |
| 3M | -10.9% | +29.2% | -40.1% | -23.1% |
| 6M | +4.9% | +37.0% | -32.1% | -13.9% |
| YTD | -13.2% | +44.9% | -58.1% | -32.4% |
| 1Y | -1.1% | +33.8% | -34.9% | -19.8% |
| 3Y | +12.8% | +10.2% | +2.6% | -6.4% |
| 5Y | -34.4% | -37.0% | +2.6% | -29.2% |
| All | -68.3% | +49.5% | -117.7% | -78.6% |
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