+362.7%
AEM vs SWK
+29.6%
+333.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +15.8% | +11.0% | +4.8% | +14.5% |
| 30D | +6.2% | +30.1% | -23.9% | +3.2% |
| 3M | +14.3% | +14.7% | -0.3% | +12.6% |
| 6M | +1.4% | +44.5% | -43.1% | -2.5% |
| YTD | +13.7% | +59.4% | -45.6% | +8.2% |
| 1Y | +21.3% | +77.5% | -56.2% | +14.4% |
| 3Y | +309.9% | +49.5% | +260.4% | +288.5% |
| 5Y | +301.0% | -24.9% | +325.9% | +294.5% |
| All | +362.7% | +29.6% | +333.2% | +327.4% |
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