+37.8%
SWKS vs AIG
+68.4%
-30.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -1.5% |
| 7D | -3.1% | +2.2% | -5.4% | -4.1% |
| 30D | +8.3% | +6.9% | +1.5% | +5.2% |
| 3M | +20.2% | +6.8% | +13.5% | +16.5% |
| 6M | +24.9% | +9.2% | +15.7% | +19.2% |
| YTD | +33.2% | -1.9% | +35.1% | +32.5% |
| 1Y | +23.6% | +9.7% | +13.9% | +17.0% |
| 3Y | +1.3% | +37.9% | -36.6% | -14.1% |
| 5Y | -40.6% | +56.8% | -97.4% | -53.1% |
| All | +37.8% | +68.4% | -30.5% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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