+444.4%
SWK vs AEE
+875.2%
-430.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.3% | -2.5% |
| 7D | +11.3% | +2.4% | +8.9% | +10.1% |
| 30D | +28.1% | +10.9% | +17.1% | +21.6% |
| 3M | +12.6% | +4.3% | +8.3% | +10.3% |
| 6M | +51.7% | +2.5% | +49.2% | +49.3% |
| YTD | +60.0% | +15.3% | +44.6% | +48.0% |
| 1Y | +72.7% | +14.6% | +58.1% | +60.2% |
| 3Y | +46.3% | +57.5% | -11.2% | +13.3% |
| 5Y | -24.6% | +52.9% | -77.5% | -41.6% |
| 10Y | +32.2% | +205.0% | -172.7% | -30.2% |
| All | +444.4% | +875.2% | -430.7% | +57.0% |
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