+1,584.6%
AEHR vs SWK
+29.6%
+1,555.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.4% | +9.3% | +9.2% |
| 7D | -2.4% | +11.0% | -13.4% | -10.0% |
| 30D | -40.1% | +30.1% | -70.1% | -50.4% |
| 3M | -46.3% | +14.7% | -60.9% | -51.8% |
| 6M | -44.6% | +44.5% | -89.1% | -57.0% |
| YTD | +165.3% | +59.4% | +105.9% | +95.2% |
| 1Y | +126.1% | +77.5% | +48.6% | +56.4% |
| 3Y | +132.2% | +49.5% | +82.7% | +78.3% |
| 5Y | +108.3% | -24.9% | +133.2% | +117.0% |
| All | +1,584.6% | +29.6% | +1,555.0% | +1,109.2% |
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