+22.2%
SWK vs AEIS
+332.3%
-310.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +1.7% |
| 7D | -1.4% | +11.5% | -12.9% | -5.7% |
| 30D | +25.5% | -15.8% | +41.2% | +30.3% |
| 3M | +11.8% | -33.3% | +45.1% | +25.9% |
| 6M | +48.7% | -35.2% | +83.9% | +63.9% |
| YTD | +57.2% | +5.0% | +52.2% | +36.6% |
| 1Y | +75.3% | +8.5% | +66.8% | +49.8% |
| 3Y | +51.9% | +152.9% | -100.9% | -15.1% |
| 5Y | -30.7% | +144.6% | -175.4% | -61.7% |
| All | +22.2% | +332.3% | -310.2% | -55.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling