+86.2%
AEP vs SWK
-30.7%
+116.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +2.9% | -1.4% | +4.2% | +3.0% |
| 30D | +3.2% | +25.5% | -22.3% | +0.8% |
| 3M | +3.8% | +11.8% | -8.0% | +2.5% |
| 6M | +2.5% | +48.7% | -46.2% | -1.9% |
| YTD | +15.5% | +57.2% | -41.7% | +9.5% |
| 1Y | +9.6% | +75.3% | -65.7% | +2.6% |
| 3Y | +91.2% | +51.9% | +39.2% | +79.3% |
| All | +86.2% | -30.7% | +116.9% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling