-53.0%
SWKS vs AEM
+295.5%
-348.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.7% |
| 7D | +12.5% | -0.5% | +13.0% | +12.5% |
| 30D | +10.5% | +24.0% | -13.5% | +6.8% |
| 3M | -7.4% | +16.1% | -23.5% | -9.9% |
| 6M | +32.7% | -11.6% | +44.3% | +33.4% |
| YTD | +19.2% | +21.5% | -2.4% | +13.7% |
| 1Y | +2.4% | +39.2% | -36.8% | -4.5% |
| 3Y | -25.6% | +347.4% | -373.1% | -43.2% |
| All | -53.0% | +295.5% | -348.5% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling