+10.8%
AEP vs SWK
+87.6%
-76.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +13.1% | -13.6% | -1.1% |
| 7D | +0.8% | +17.9% | -17.1% | -0.1% |
| 30D | +7.9% | +31.9% | -24.0% | +6.4% |
| 3M | +1.5% | +16.6% | -15.1% | +0.5% |
| 6M | -2.6% | +61.1% | -63.7% | -5.2% |
| YTD | +14.7% | +64.2% | -49.6% | +11.4% |
| 1Y | +10.8% | +85.2% | -74.4% | +8.3% |
| All | +10.8% | +87.6% | -76.9% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling