+755.0%
SW vs AEIS
+1,881.2%
-1,126.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +1.1% |
| 7D | -5.1% | +3.0% | -8.1% | -5.3% |
| 30D | -4.6% | -14.6% | +10.1% | -3.4% |
| 3M | +9.4% | -12.4% | +21.8% | +10.0% |
| 6M | +3.5% | -15.0% | +18.5% | +4.1% |
| YTD | +22.0% | +34.3% | -12.3% | +18.4% |
| 1Y | +2.2% | +87.4% | -85.2% | -3.5% |
| 3Y | +19.6% | +139.8% | -120.2% | +10.0% |
| 5Y | -2.3% | +220.7% | -223.1% | -11.7% |
| 10Y | +181.4% | +531.6% | -350.2% | +146.3% |
| All | +755.0% | +1,881.2% | -1,126.2% | +684.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling