+27.6%
SWKS vs AEIS
+523.4%
-495.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +2.2% |
| 7D | +12.5% | +3.0% | +9.5% | +10.7% |
| 30D | +10.5% | -14.6% | +25.1% | +18.9% |
| 3M | -7.4% | -12.4% | +5.0% | -4.1% |
| 6M | +32.7% | -15.0% | +47.6% | +34.7% |
| YTD | +19.2% | +34.3% | -15.1% | -9.1% |
| 1Y | +2.4% | +87.4% | -85.0% | -36.9% |
| 3Y | -25.6% | +139.8% | -165.4% | -62.1% |
| 5Y | -53.4% | +220.7% | -274.2% | -80.3% |
| All | +27.6% | +523.4% | -495.8% | -69.7% |
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