+200.9%
AEP vs SWKS
+31.8%
+169.0%
-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% | -0.2% | -0.4% |
| 7D | -1.6% | -3.1% | +1.6% | -1.3% |
| 30D | +4.1% | +8.3% | -4.2% | +3.4% |
| 3M | +4.1% | +20.2% | -16.2% | +2.2% |
| 6M | -1.0% | +24.9% | -26.0% | -3.6% |
| YTD | +13.4% | +33.2% | -19.7% | +9.6% |
| 1Y | +6.7% | +23.6% | -16.9% | +3.8% |
| 3Y | +81.3% | +1.3% | +80.0% | +75.4% |
| 5Y | +80.1% | -40.6% | +120.7% | +82.1% |
| 10Y | +200.9% | +35.3% | +165.6% | +164.0% |
| All | +200.9% | +31.8% | +169.0% | +164.0% |
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