+185.4%
SW vs AEIS
+296.2%
-110.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -12.2% | +10.7% | +0.2% |
| 7D | +4.7% | -22.6% | +27.2% | +8.1% |
| 30D | +5.0% | -38.7% | +43.7% | +11.9% |
| 3M | -7.3% | -43.6% | +36.3% | -0.5% |
| 6M | +15.0% | -46.2% | +61.2% | +23.2% |
| YTD | +18.5% | -11.2% | +29.8% | +17.1% |
| 1Y | +27.1% | -17.7% | +44.8% | +26.9% |
| 3Y | +49.3% | +104.1% | -54.8% | +29.6% |
| 5Y | -1.6% | +98.5% | -100.1% | -15.2% |
| All | +185.4% | +296.2% | -110.8% | +122.8% |
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