-66.0%
AAL vs SWK
+21.9%
-87.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.4% |
| 7D | +3.4% | -2.3% | +5.7% | +5.2% |
| 30D | +11.7% | +30.4% | -18.7% | -6.9% |
| 3M | -7.8% | +12.1% | -19.9% | -15.0% |
| 6M | +10.2% | +49.1% | -38.8% | -15.9% |
| YTD | -8.0% | +60.4% | -68.5% | -33.9% |
| 1Y | +8.5% | +78.3% | -69.8% | -27.5% |
| 3Y | +19.5% | +53.3% | -33.8% | -16.9% |
| 5Y | -33.9% | -27.0% | -6.9% | -24.8% |
| 10Y | -66.0% | +20.8% | -86.8% | -74.2% |
| All | -66.0% | +21.9% | -87.9% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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