+167.5%
AEP vs SWK
+3.3%
+164.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | +1.8% | -0.4% | +2.2% | +1.8% |
| 30D | -0.8% | -5.7% | +4.9% | -0.1% |
| 3M | -1.8% | +24.1% | -25.9% | -4.9% |
| 6M | -5.4% | +24.7% | -30.1% | -8.6% |
| YTD | +10.4% | +33.9% | -23.5% | +5.4% |
| 1Y | +18.2% | +34.7% | -16.5% | +12.3% |
| 3Y | +79.0% | +15.3% | +63.7% | +71.0% |
| 5Y | +64.8% | -39.3% | +104.1% | +70.7% |
| All | +167.5% | +3.3% | +164.2% | +143.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling