+84.9%
AEP vs SWKS
-41.2%
+126.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -0.8% | -3.1% | +2.3% | -0.7% |
| 30D | +4.9% | +8.3% | -3.4% | +4.5% |
| 3M | +4.9% | +20.2% | -15.4% | +3.8% |
| 6M | -0.3% | +24.9% | -25.2% | -1.6% |
| YTD | +14.3% | +33.2% | -18.9% | +12.3% |
| 1Y | +7.5% | +23.6% | -16.1% | +6.0% |
| 3Y | +82.6% | +1.3% | +81.4% | +78.0% |
| All | +84.9% | -41.2% | +126.1% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling