+11.5%
SWKS vs AEE
+65.0%
-53.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.1% |
| 7D | +9.4% | +1.7% | +7.7% | +9.4% |
| 30D | +17.0% | +9.7% | +7.2% | +16.5% |
| 3M | +28.9% | +5.9% | +23.0% | +28.6% |
| 6M | +33.1% | +6.7% | +26.4% | +32.4% |
| YTD | +44.8% | +17.4% | +27.4% | +42.8% |
| 1Y | +36.2% | +12.7% | +23.6% | +34.8% |
| 3Y | +11.5% | +68.2% | -56.7% | +3.4% |
| All | +11.5% | +65.0% | -53.5% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling