+32.1%
SWKS vs AEM
+361.1%
-329.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.0% |
| 7D | -6.2% | +15.8% | -22.0% | -8.4% |
| 30D | -1.5% | +6.2% | -7.7% | -2.7% |
| 3M | +23.0% | +14.3% | +8.6% | +19.8% |
| 6M | +27.6% | +1.4% | +26.2% | +26.2% |
| YTD | +32.3% | +13.7% | +18.6% | +27.3% |
| 1Y | +20.1% | +21.3% | -1.2% | +14.2% |
| 3Y | +0.6% | +309.9% | -309.2% | -22.8% |
| 5Y | -42.3% | +301.0% | -343.3% | -56.5% |
| All | +32.1% | +361.1% | -329.0% | -1.8% |
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