+798.0%
SWK vs AEIS
+2,566.8%
-1,768.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.4% |
| 7D | -0.4% | +3.0% | -3.4% | -1.0% |
| 30D | -5.7% | -14.6% | +8.9% | -3.1% |
| 3M | +24.1% | -12.4% | +36.5% | +25.5% |
| 6M | +24.7% | -15.0% | +39.7% | +26.3% |
| YTD | +33.9% | +34.3% | -0.4% | +23.9% |
| 1Y | +34.7% | +87.4% | -52.7% | +16.5% |
| 3Y | +15.3% | +139.8% | -124.5% | -5.5% |
| 5Y | -39.3% | +220.7% | -260.0% | -53.0% |
| 10Y | +2.5% | +531.6% | -529.1% | -30.8% |
| All | +798.0% | +2,566.8% | -1,768.8% | +329.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling