+51.9%
SWK vs AEE
+65.0%
-13.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -1.4% | +1.7% | -3.1% | -2.0% |
| 30D | +25.5% | +9.7% | +15.7% | +21.3% |
| 3M | +11.8% | +5.9% | +5.9% | +9.4% |
| 6M | +48.7% | +6.7% | +42.0% | +44.6% |
| YTD | +57.2% | +17.4% | +39.8% | +47.5% |
| 1Y | +75.3% | +12.7% | +62.6% | +66.9% |
| 3Y | +51.9% | +68.2% | -16.3% | +9.2% |
| All | +51.9% | +65.0% | -13.0% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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