+2,256.8%
AEP vs SWK
+1,542.3%
+714.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.4% |
| 7D | -2.0% | +11.3% | -13.2% | -4.0% |
| 30D | +4.2% | +28.1% | -23.9% | -0.6% |
| 3M | +1.0% | +12.6% | -11.6% | -1.5% |
| 6M | -6.1% | +51.7% | -57.8% | -13.6% |
| YTD | +12.5% | +60.0% | -47.5% | +2.0% |
| 1Y | +9.1% | +72.7% | -63.5% | -2.6% |
| 3Y | +77.2% | +46.3% | +30.9% | +58.6% |
| 5Y | +78.4% | -24.6% | +103.1% | +77.1% |
| 10Y | +188.3% | +32.2% | +156.1% | +141.0% |
| All | +2,256.8% | +1,542.3% | +714.5% | +993.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling