-67.1%
AAL vs SWK
+29.6%
-96.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.2% |
| 7D | +4.6% | +11.0% | -6.4% | -2.8% |
| 30D | +2.6% | +30.1% | -27.5% | -14.4% |
| 3M | -17.8% | +14.7% | -32.4% | -25.4% |
| 6M | +1.9% | +44.5% | -42.6% | -20.7% |
| YTD | -14.0% | +59.4% | -73.4% | -38.0% |
| 1Y | +0.2% | +77.5% | -77.3% | -32.9% |
| 3Y | +13.0% | +49.5% | -36.4% | -20.0% |
| 5Y | -39.6% | -24.9% | -14.7% | -32.9% |
| All | -67.1% | +29.6% | -96.7% | -74.9% |
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