+9.6%
AEP vs SWKS
+33.8%
-24.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.9% | +9.4% | -6.6% | +2.8% |
| 30D | +3.2% | +17.0% | -13.8% | +3.0% |
| 3M | +3.8% | +28.9% | -25.1% | +3.5% |
| 6M | +2.5% | +33.1% | -30.6% | +2.2% |
| YTD | +15.5% | +44.8% | -29.3% | +16.3% |
| 1Y | +9.6% | +36.2% | -26.6% | +9.5% |
| All | +9.6% | +33.8% | -24.2% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling