+9.1%
AEP vs SWK
+71.2%
-62.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -2.8% | +11.0% | -13.9% | -3.4% |
| 30D | +3.6% | +30.1% | -26.4% | +2.1% |
| 3M | +1.8% | +14.7% | -12.9% | +0.9% |
| 6M | -3.1% | +44.5% | -47.6% | -5.3% |
| YTD | +12.2% | +59.4% | -47.1% | +9.1% |
| 1Y | +9.1% | +77.5% | -68.4% | +6.6% |
| All | +9.1% | +71.2% | -62.0% | +6.6% |
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