+498.3%
AEP vs SW
+755.0%
-256.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.9% |
| 6M | -5.4% | +3.5% | -8.9% | -5.4% |
| YTD | +10.4% | +22.0% | -11.6% | +10.3% |
| 1Y | +18.2% | +2.2% | +15.9% | +18.1% |
| 3Y | +79.0% | +19.6% | +59.4% | +78.5% |
| 5Y | +64.8% | -2.3% | +67.2% | +64.2% |
| 10Y | +170.8% | +181.4% | -10.5% | +169.9% |
| All | +498.3% | +755.0% | -256.7% | +527.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling