-24.5%
SWK vs AEIS
+144.8%
-169.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +11.3% | -8.5% | -1.1% |
| 7D | +10.7% | +1.0% | +9.7% | +8.4% |
| 30D | +33.3% | -24.0% | +57.4% | +44.0% |
| 3M | +14.7% | -32.5% | +47.2% | +28.1% |
| 6M | +48.5% | -38.6% | +87.1% | +67.2% |
| YTD | +63.9% | +4.8% | +59.0% | +39.8% |
| 1Y | +80.4% | +1.3% | +79.1% | +55.9% |
| 3Y | +58.1% | +159.2% | -101.1% | -20.2% |
| 5Y | -24.5% | +140.8% | -165.3% | -61.9% |
| All | -24.5% | +144.8% | -169.3% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling