+47.9%
SW vs AEE
+57.7%
-9.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -1.0% |
| 7D | +2.3% | +2.1% | +0.2% | +1.8% |
| 30D | +6.8% | +11.4% | -4.6% | +4.2% |
| 3M | -5.2% | +5.0% | -10.2% | -6.3% |
| 6M | +7.4% | +4.4% | +3.0% | +6.4% |
| YTD | +17.4% | +15.4% | +2.0% | +14.1% |
| 1Y | +27.1% | +13.8% | +13.3% | +23.9% |
| 3Y | +47.9% | +58.0% | -10.1% | +36.5% |
| All | +47.9% | +57.7% | -9.8% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 3y: compounded portfolio wealth divided by compounded AEE 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…
3y analysis · Full analysis span regression · 6 months rolling