+184.0%
AEP vs SWKS
+33.1%
+150.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -2.8% | -6.2% | +3.3% | -2.3% |
| 30D | +3.6% | -1.5% | +5.1% | +3.7% |
| 3M | +1.8% | +23.0% | -21.2% | -0.3% |
| 6M | -3.1% | +27.6% | -30.7% | -5.8% |
| YTD | +12.2% | +32.3% | -20.1% | +8.5% |
| 1Y | +9.1% | +20.1% | -11.0% | +6.4% |
| 3Y | +77.9% | +0.6% | +77.3% | +72.2% |
| 5Y | +78.1% | -42.3% | +120.4% | +80.7% |
| All | +184.0% | +33.1% | +150.9% | +147.6% |
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