+1,738.0%
SWKS vs AEIS
+2,004.7%
-266.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.6% |
| 7D | -3.1% | -6.9% | +3.7% | -1.3% |
| 30D | +8.3% | -23.2% | +31.5% | +17.9% |
| 3M | +20.2% | -29.5% | +49.7% | +33.9% |
| 6M | +24.9% | -37.9% | +62.8% | +43.8% |
| YTD | +33.2% | +6.0% | +27.2% | +19.5% |
| 1Y | +23.6% | +1.2% | +22.3% | +12.7% |
| 3Y | +1.3% | +150.0% | -148.7% | -37.1% |
| 5Y | -40.6% | +141.9% | -182.5% | -62.5% |
| 10Y | +35.3% | +356.2% | -320.9% | -37.2% |
| All | +1,738.0% | +2,004.7% | -266.6% | +299.6% |
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