+67.6%
AEP vs SW
-2.3%
+70.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -0.2% |
| 7D | +1.8% | -5.1% | +6.9% | +1.8% |
| 30D | -0.8% | -4.6% | +3.8% | -0.8% |
| 3M | -1.8% | +9.4% | -11.2% | -1.8% |
| 6M | -5.4% | +3.5% | -8.9% | -5.4% |
| YTD | +10.4% | +22.0% | -11.6% | +10.6% |
| 1Y | +18.2% | +2.2% | +15.9% | +18.2% |
| 3Y | +79.0% | +19.6% | +59.4% | +78.8% |
| All | +67.6% | -2.3% | +70.0% | +63.9% |
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