+194.6%
AEP vs SWKS
+37.5%
+157.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.4% |
| 7D | -1.5% | -2.7% | +1.2% | -1.3% |
| 30D | +4.5% | +8.5% | -4.0% | +3.8% |
| 3M | +2.8% | +17.3% | -14.4% | +1.2% |
| 6M | -0.7% | +25.1% | -25.8% | -3.2% |
| YTD | +13.8% | +33.3% | -19.5% | +10.0% |
| 1Y | +9.0% | +22.9% | -13.9% | +6.0% |
| 3Y | +83.0% | +5.5% | +77.5% | +76.1% |
| 5Y | +83.3% | -41.9% | +125.2% | +85.9% |
| 10Y | +194.6% | +32.4% | +162.2% | +157.1% |
| All | +194.6% | +37.5% | +157.1% | +157.1% |
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