-25.3%
SWK vs AEE
+52.8%
-78.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +11.0% | +2.1% | +8.9% | +10.2% |
| 30D | +30.1% | +11.4% | +18.7% | +24.4% |
| 3M | +14.7% | +5.0% | +9.7% | +12.4% |
| 6M | +44.5% | +4.4% | +40.1% | +41.4% |
| YTD | +59.4% | +15.4% | +44.0% | +49.2% |
| 1Y | +77.5% | +13.8% | +63.8% | +67.2% |
| 3Y | +49.5% | +58.0% | -8.5% | +18.6% |
| All | -25.3% | +52.8% | -78.1% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling