+730.4%
SW vs AEIS
+1,209.5%
-479.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -12.2% | +10.7% | -0.5% |
| 7D | +4.7% | -22.6% | +27.2% | +6.6% |
| 30D | +5.0% | -38.7% | +43.7% | +8.8% |
| 3M | -7.3% | -43.6% | +36.3% | -3.6% |
| 6M | +15.0% | -46.2% | +61.2% | +19.6% |
| YTD | +18.5% | -11.2% | +29.8% | +18.2% |
| 1Y | +27.1% | -17.7% | +44.8% | +27.5% |
| 3Y | +49.3% | +104.1% | -54.8% | +39.7% |
| 5Y | -1.6% | +98.5% | -100.1% | -8.3% |
| 10Y | +185.4% | +302.0% | -116.7% | +157.1% |
| All | +730.4% | +1,209.5% | -479.1% | +683.9% |
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 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