+1,940.1%
AEHR vs SWK
+26.9%
+1,913.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.5% |
| 7D | -8.5% | +11.3% | -19.8% | -15.2% |
| 30D | -29.6% | +31.5% | -61.1% | -42.2% |
| 3M | -43.9% | +14.4% | -58.3% | -49.6% |
| 6M | -38.7% | +46.4% | -85.2% | -52.8% |
| YTD | +195.0% | +61.6% | +133.5% | +115.2% |
| 1Y | +142.3% | +78.7% | +63.5% | +66.7% |
| 3Y | +143.1% | +54.4% | +88.7% | +83.3% |
| 5Y | +162.7% | -25.3% | +188.0% | +174.2% |
| 10Y | +1,940.1% | +22.4% | +1,917.7% | +1,201.7% |
| All | +1,940.1% | +26.9% | +1,913.2% | +1,201.7% |
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