+2.5%
SWKS vs AEIS
+151.1%
-148.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.6% |
| 7D | -3.1% | -6.9% | +3.7% | -1.2% |
| 30D | +8.3% | -23.2% | +31.5% | +18.6% |
| 3M | +20.2% | -29.5% | +49.7% | +34.8% |
| 6M | +24.9% | -37.9% | +62.8% | +45.3% |
| YTD | +33.2% | +6.0% | +27.2% | +10.5% |
| 1Y | +23.6% | +1.2% | +22.3% | +5.0% |
| All | +2.5% | +151.1% | -148.5% | -53.7% |
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 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