+32.4%
SWKS vs AEE
+205.5%
-173.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.3% | +0.4% |
| 7D | -2.7% | +2.3% | -5.1% | -3.6% |
| 30D | +8.5% | +11.6% | -3.1% | +4.2% |
| 3M | +17.3% | +5.5% | +11.8% | +14.9% |
| 6M | +25.1% | +6.0% | +19.1% | +21.7% |
| YTD | +33.3% | +16.6% | +16.8% | +25.0% |
| 1Y | +22.9% | +12.1% | +10.9% | +16.8% |
| 3Y | +5.5% | +64.2% | -58.7% | -15.4% |
| 5Y | -41.9% | +59.1% | -101.0% | -53.4% |
| 10Y | +32.4% | +210.2% | -177.8% | -7.9% |
| All | +32.4% | +205.5% | -173.1% | -7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling