-25.2%
SWKS vs AEE
+49.1%
-74.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.5% | +3.5% |
| 7D | +12.5% | +0.3% | +12.2% | +12.5% |
| 30D | +10.5% | -2.3% | +12.8% | +10.7% |
| 3M | -7.4% | +0.2% | -7.6% | -7.7% |
| 6M | +32.7% | -4.7% | +37.4% | +32.9% |
| YTD | +19.2% | +8.1% | +11.1% | +17.9% |
| 1Y | +2.4% | +8.5% | -6.2% | +1.1% |
| All | -25.2% | +49.1% | -74.4% | -29.1% |
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