+80.5%
AEP vs SWK
-25.5%
+106.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -2.8% | +11.0% | -13.9% | -3.9% |
| 30D | +3.6% | +30.1% | -26.4% | +0.9% |
| 3M | +1.8% | +14.7% | -12.9% | +0.2% |
| 6M | -3.1% | +44.5% | -47.6% | -7.0% |
| YTD | +12.2% | +59.4% | -47.1% | +6.3% |
| 1Y | +9.1% | +77.5% | -68.4% | +2.1% |
| 3Y | +77.9% | +49.5% | +28.4% | +67.5% |
| All | +80.5% | -25.5% | +106.0% | +76.3% |
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 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