+211.7%
AEP vs SWKS
+49.3%
+162.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.9% | +9.4% | -6.6% | +2.1% |
| 30D | +3.2% | +17.0% | -13.8% | +1.9% |
| 3M | +3.8% | +28.9% | -25.1% | +1.4% |
| 6M | +2.5% | +33.1% | -30.6% | -0.6% |
| YTD | +15.5% | +44.8% | -29.3% | +10.9% |
| 1Y | +9.6% | +36.2% | -26.6% | +5.7% |
| 3Y | +91.2% | +11.5% | +79.7% | +83.5% |
| 5Y | +88.2% | -37.1% | +125.3% | +89.7% |
| All | +211.7% | +49.3% | +162.4% | +171.1% |
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