+51.0%
SWKS vs AEIS
+350.2%
-299.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +3.4% |
| 7D | +10.9% | +23.2% | -12.4% | -1.0% |
| 30D | +17.6% | -17.0% | +34.6% | +26.0% |
| 3M | +29.2% | -32.2% | +61.4% | +51.7% |
| 6M | +37.0% | -32.6% | +69.5% | +56.4% |
| YTD | +44.9% | +9.4% | +35.6% | +18.8% |
| 1Y | +33.8% | +7.7% | +26.1% | +10.4% |
| 3Y | +10.2% | +157.9% | -147.7% | -48.7% |
| 5Y | -37.0% | +154.8% | -191.8% | -70.9% |
| All | +51.0% | +350.2% | -299.3% | -60.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling