-37.0%
SWKS vs AEM
+252.1%
-289.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.1% | +6.8% | +3.3% |
| 7D | +10.9% | -5.6% | +16.5% | +11.7% |
| 30D | +17.6% | -3.9% | +21.5% | +17.9% |
| 3M | +29.2% | -3.4% | +32.6% | +29.0% |
| 6M | +37.0% | -9.0% | +46.0% | +37.1% |
| YTD | +44.9% | +5.9% | +39.0% | +40.3% |
| 1Y | +33.8% | +4.0% | +29.8% | +29.8% |
| 3Y | +10.2% | +298.8% | -288.6% | -16.5% |
| 5Y | -37.0% | +250.7% | -287.7% | -50.7% |
| All | -37.0% | +252.1% | -289.1% | -50.7% |
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