+201.9%
AEP vs SWKS
+35.1%
+166.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -0.8% | -3.1% | +2.3% | -0.6% |
| 30D | +4.9% | +8.3% | -3.4% | +4.2% |
| 3M | +4.9% | +20.2% | -15.4% | +3.0% |
| 6M | -0.3% | +24.9% | -25.2% | -2.8% |
| YTD | +14.3% | +33.2% | -18.9% | +10.4% |
| 1Y | +7.5% | +23.6% | -16.1% | +4.6% |
| 3Y | +82.6% | +1.3% | +81.4% | +76.8% |
| 5Y | +81.5% | -40.6% | +122.1% | +83.5% |
| All | +201.9% | +35.1% | +166.8% | +163.8% |
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