+78.4%
AEP vs SW
-1.6%
+80.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.9% |
| 7D | -2.0% | +4.7% | -6.6% | -2.0% |
| 30D | +4.2% | +5.0% | -0.8% | +4.2% |
| 3M | +1.0% | -7.3% | +8.3% | +1.0% |
| 6M | -6.1% | +15.0% | -21.1% | -6.0% |
| YTD | +12.5% | +18.5% | -6.1% | +12.6% |
| 1Y | +9.1% | +27.1% | -18.0% | +9.4% |
| 3Y | +77.2% | +49.3% | +27.9% | +77.0% |
| 5Y | +78.4% | -1.6% | +80.1% | +72.0% |
| All | +78.4% | -1.6% | +80.1% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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