+375.9%
AEM vs SWK
+32.9%
+343.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.8% | +2.0% | +4.5% |
| 7D | +17.8% | +10.7% | +7.2% | +16.5% |
| 30D | +6.2% | +33.3% | -27.1% | +2.9% |
| 3M | +12.5% | +14.7% | -2.1% | +10.8% |
| 6M | +4.4% | +48.5% | -44.1% | +0.1% |
| YTD | +19.2% | +63.9% | -44.7% | +13.1% |
| 1Y | +25.5% | +80.4% | -54.9% | +18.1% |
| 3Y | +346.4% | +58.1% | +288.3% | +320.8% |
| 5Y | +305.7% | -24.5% | +330.2% | +298.7% |
| 10Y | +375.9% | +29.5% | +346.4% | +334.5% |
| All | +375.9% | +32.9% | +343.0% | +334.5% |
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