+1,831.5%
AEHR vs SWK
+18.1%
+1,813.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.2% | -6.9% | -6.8% |
| 7D | +6.4% | -1.4% | +7.7% | +7.5% |
| 30D | -20.3% | +25.5% | -45.7% | -32.5% |
| 3M | -53.8% | +11.8% | -65.6% | -57.8% |
| 6M | -44.8% | +48.7% | -93.5% | -57.8% |
| YTD | +182.2% | +57.2% | +125.0% | +109.5% |
| 1Y | +174.7% | +75.3% | +99.5% | +91.3% |
| 3Y | +143.5% | +51.9% | +91.6% | +85.7% |
| 5Y | +129.9% | -30.7% | +160.6% | +148.9% |
| All | +1,831.5% | +18.1% | +1,813.4% | +1,106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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