+46.0%
SWKS vs AEM
+380.6%
-334.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.4% | +8.3% | +6.3% |
| 7D | +5.7% | +1.4% | +4.3% | +5.4% |
| 30D | +17.3% | -1.2% | +18.5% | +17.2% |
| 3M | +28.3% | +2.5% | +25.7% | +27.0% |
| 6M | +26.1% | -5.1% | +31.1% | +25.8% |
| YTD | +41.1% | +10.4% | +30.7% | +36.3% |
| 1Y | +31.4% | +11.8% | +19.6% | +26.5% |
| 3Y | +7.3% | +315.6% | -308.4% | -17.8% |
| 5Y | -37.7% | +266.3% | -304.0% | -52.3% |
| 10Y | +46.0% | +427.4% | -381.3% | +6.1% |
| All | +46.0% | +380.6% | -334.6% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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