+521.1%
AEP vs SW
+743.1%
-221.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -0.5% |
| 7D | +0.8% | +12.1% | -11.2% | +0.7% |
| 30D | +7.9% | +6.6% | +1.4% | +7.9% |
| 3M | +1.5% | -6.0% | +7.5% | +1.5% |
| 6M | -2.6% | +21.5% | -24.1% | -2.7% |
| YTD | +14.7% | +20.3% | -5.7% | +14.5% |
| 1Y | +10.8% | +28.1% | -17.4% | +10.6% |
| 3Y | +80.6% | +51.6% | +29.0% | +79.9% |
| 5Y | +84.4% | -0.1% | +84.5% | +83.6% |
| 10Y | +194.0% | +189.7% | +4.2% | +192.9% |
| All | +521.1% | +743.1% | -221.9% | +551.8% |
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