-37.0%
SWKS vs AEE
+56.1%
-93.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | +10.9% | +0.6% | +10.2% | +10.7% |
| 30D | +17.6% | +8.8% | +8.8% | +15.4% |
| 3M | +29.2% | +5.1% | +24.1% | +27.8% |
| 6M | +37.0% | +5.2% | +31.8% | +34.9% |
| YTD | +44.9% | +16.1% | +28.9% | +39.1% |
| 1Y | +33.8% | +10.4% | +23.4% | +30.0% |
| 3Y | +10.2% | +63.1% | -52.9% | -5.4% |
| 5Y | -37.0% | +55.6% | -92.6% | -45.4% |
| All | -37.0% | +56.1% | -93.1% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling