+390.1%
AEM vs SWK
+26.9%
+363.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.4% | -3.7% | -5.0% |
| 7D | +13.9% | +11.3% | +2.6% | +12.5% |
| 30D | +0.8% | +31.5% | -30.7% | -2.3% |
| 3M | +5.8% | +14.4% | -8.7% | +4.1% |
| 6M | -1.0% | +46.4% | -47.4% | -5.0% |
| YTD | +13.1% | +61.6% | -48.5% | +7.3% |
| 1Y | +14.4% | +78.7% | -64.3% | +7.7% |
| 3Y | +325.7% | +54.4% | +271.3% | +301.6% |
| 5Y | +273.7% | -25.3% | +299.0% | +268.3% |
| 10Y | +390.1% | +22.4% | +367.7% | +299.6% |
| All | +390.1% | +26.9% | +363.2% | +299.6% |
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