+1,544.9%
SWKS vs AEIS
+2,566.8%
-1,021.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +2.6% |
| 7D | +12.5% | +3.0% | +9.5% | +11.2% |
| 30D | +10.5% | -14.6% | +25.1% | +16.9% |
| 3M | -7.4% | -12.4% | +5.0% | -4.5% |
| 6M | +32.7% | -15.0% | +47.6% | +35.4% |
| YTD | +19.2% | +34.3% | -15.1% | -0.3% |
| 1Y | +2.4% | +87.4% | -85.0% | -25.8% |
| 3Y | -25.6% | +139.8% | -165.4% | -51.9% |
| 5Y | -53.4% | +220.7% | -274.2% | -73.2% |
| 10Y | +23.2% | +531.6% | -508.4% | -48.4% |
| All | +1,544.9% | +2,566.8% | -1,021.9% | +233.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling