+27.1%
SW vs AEIS
-12.7%
+39.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.1% | -7.1% | -1.7% |
| 7D | +2.3% | -11.3% | +13.6% | +3.4% |
| 30D | +6.8% | -32.6% | +39.4% | +12.2% |
| 3M | -5.2% | -39.2% | +34.0% | +0.9% |
| 6M | +7.4% | -45.4% | +52.8% | +15.3% |
| YTD | +17.4% | -5.8% | +23.2% | +13.2% |
| 1Y | +27.1% | -10.0% | +37.1% | +24.0% |
| All | +27.1% | -12.7% | +39.8% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling