+205.1%
AEP vs SWKS
+43.2%
+162.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.0% | -4.9% | +0.6% |
| 7D | +0.7% | +5.7% | -5.0% | +0.3% |
| 30D | +4.8% | +17.3% | -12.5% | +3.5% |
| 3M | +5.4% | +28.3% | -22.9% | +2.9% |
| 6M | +0.4% | +26.1% | -25.7% | -2.2% |
| YTD | +15.5% | +41.1% | -25.6% | +11.1% |
| 1Y | +8.5% | +31.4% | -22.9% | +5.0% |
| 3Y | +84.6% | +7.3% | +77.3% | +77.8% |
| 5Y | +86.9% | -37.7% | +124.6% | +88.4% |
| 10Y | +205.1% | +46.0% | +159.1% | +165.4% |
| All | +205.1% | +43.2% | +162.0% | +165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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