+338.9%
AEM vs SWK
+2.4%
+336.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.3% |
| 7D | -0.5% | -0.4% | -0.1% | -0.5% |
| 30D | +24.0% | -5.7% | +29.7% | +24.8% |
| 3M | +16.1% | +24.1% | -8.0% | +13.5% |
| 6M | -11.6% | +24.7% | -36.3% | -13.7% |
| YTD | +21.5% | +33.9% | -12.4% | +17.9% |
| 1Y | +39.2% | +34.7% | +4.5% | +34.7% |
| 3Y | +347.4% | +15.3% | +332.2% | +335.3% |
| 5Y | +290.1% | -39.3% | +329.4% | +293.2% |
| All | +338.9% | +2.4% | +336.5% | +298.7% |
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