+355.9%
SWK vs AEE
+813.9%
-458.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.4% | +0.3% | -0.8% | -0.6% |
| 30D | -5.7% | -2.3% | -3.4% | -4.6% |
| 3M | +24.1% | +0.2% | +23.9% | +23.5% |
| 6M | +24.7% | -4.7% | +29.5% | +27.3% |
| YTD | +33.9% | +8.1% | +25.8% | +28.0% |
| 1Y | +34.7% | +8.5% | +26.1% | +28.2% |
| 3Y | +15.3% | +48.9% | -33.6% | -8.5% |
| 5Y | -39.3% | +39.9% | -79.2% | -50.8% |
| 10Y | +2.5% | +186.5% | -184.1% | -44.3% |
| All | +355.9% | +813.9% | -458.0% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling