+755.0%
SW vs AEE
+389.3%
+365.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -5.1% | +0.3% | -5.4% | -5.1% |
| 30D | -4.6% | -2.3% | -2.3% | -4.4% |
| 3M | +9.4% | +0.2% | +9.2% | +9.4% |
| 6M | +3.5% | -4.7% | +8.3% | +3.8% |
| YTD | +22.0% | +8.1% | +13.9% | +21.4% |
| 1Y | +2.2% | +8.5% | -6.3% | +1.7% |
| 3Y | +19.6% | +48.9% | -29.3% | +16.7% |
| 5Y | -2.3% | +39.9% | -42.2% | -4.6% |
| 10Y | +181.4% | +186.5% | -5.2% | +174.5% |
| All | +755.0% | +389.3% | +365.7% | +769.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling