-16.4%
SWKS vs AEIS
+173.5%
-189.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -0.9% | +0.6% |
| 7D | +11.8% | +8.1% | +3.7% | +8.1% |
| 30D | +6.7% | -11.1% | +17.9% | +11.4% |
| 3M | 0.0% | -5.6% | +5.7% | -0.3% |
| 6M | +38.7% | -0.6% | +39.4% | +30.1% |
| YTD | +21.4% | +38.0% | -16.7% | -7.6% |
| 1Y | +2.9% | +87.2% | -84.3% | -36.1% |
| 3Y | -16.4% | +179.7% | -196.1% | -62.9% |
| All | -16.4% | +173.5% | -189.9% | -62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling