+743.1%
SW vs AEE
+423.4%
+319.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.6% | +3.9% |
| 7D | +12.1% | +4.7% | +7.3% | +11.7% |
| 30D | +6.6% | +13.4% | -6.9% | +5.6% |
| 3M | -6.0% | +4.1% | -10.1% | -6.3% |
| 6M | +21.5% | +2.0% | +19.4% | +21.3% |
| YTD | +20.3% | +15.6% | +4.7% | +19.1% |
| 1Y | +28.1% | +14.1% | +14.0% | +27.0% |
| 3Y | +51.6% | +57.9% | -6.3% | +47.3% |
| 5Y | -0.1% | +55.3% | -55.4% | -3.1% |
| 10Y | +189.7% | +205.7% | -16.0% | +181.4% |
| All | +743.1% | +423.4% | +319.7% | +752.9% |
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 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