-1.6%
SW vs AEE
+54.3%
-55.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | +4.7% | +2.4% | +2.3% | +4.3% |
| 30D | +5.0% | +10.9% | -5.9% | +3.3% |
| 3M | -7.3% | +4.3% | -11.6% | -8.0% |
| 6M | +15.0% | +2.5% | +12.5% | +14.5% |
| YTD | +18.5% | +15.3% | +3.2% | +16.1% |
| 1Y | +27.1% | +14.6% | +12.6% | +24.7% |
| 3Y | +49.3% | +57.5% | -8.2% | +42.0% |
| 5Y | -1.6% | +52.9% | -54.5% | -3.9% |
| All | -1.6% | +54.3% | -55.9% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling