+147.8%
SW vs AEIS
+528.7%
-380.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.9% |
| 7D | -5.1% | +3.0% | -8.1% | -5.5% |
| 30D | -4.6% | -14.6% | +10.1% | -2.5% |
| 3M | +9.4% | -12.4% | +21.8% | +10.4% |
| 6M | +3.5% | -15.0% | +18.5% | +4.3% |
| YTD | +22.0% | +34.3% | -12.3% | +14.8% |
| 1Y | +2.2% | +87.4% | -85.2% | -9.0% |
| 3Y | +19.6% | +139.8% | -120.2% | +1.2% |
| 5Y | -2.3% | +220.7% | -223.1% | -20.3% |
| All | +147.8% | +528.7% | -380.9% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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