+51.6%
SW vs AEIS
+133.2%
-81.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -11.1% | +15.2% | +6.4% |
| 7D | +12.1% | -12.7% | +24.7% | +14.8% |
| 30D | +6.6% | -28.8% | +35.4% | +14.1% |
| 3M | -6.0% | -38.0% | +32.0% | +3.3% |
| 6M | +21.5% | -45.3% | +66.8% | +35.5% |
| YTD | +20.3% | +1.1% | +19.2% | +10.4% |
| 1Y | +28.1% | +8.6% | +19.5% | +14.1% |
| All | +51.6% | +133.2% | -81.6% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling