-24.6%
SWK vs AEIS
+98.8%
-123.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -12.2% | +9.7% | +1.7% |
| 7D | +11.3% | -22.6% | +33.8% | +19.9% |
| 30D | +28.1% | -38.7% | +66.8% | +49.6% |
| 3M | +12.6% | -43.6% | +56.2% | +34.3% |
| 6M | +51.7% | -46.2% | +98.0% | +78.8% |
| YTD | +60.0% | -11.2% | +71.2% | +45.0% |
| 1Y | +72.7% | -17.7% | +90.3% | +61.7% |
| 3Y | +46.3% | +104.1% | -57.8% | -18.4% |
| 5Y | -24.6% | +98.5% | -123.1% | -59.4% |
| All | -24.6% | +98.8% | -123.4% | -59.4% |
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