+2,252.4%
AEP vs SWKS
+9,235.4%
-6,983.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.2% |
| 7D | -2.8% | -6.2% | +3.3% | -2.6% |
| 30D | +3.6% | -1.5% | +5.1% | +3.7% |
| 3M | +1.8% | +23.0% | -21.2% | +0.8% |
| 6M | -3.1% | +27.6% | -30.7% | -4.3% |
| YTD | +12.2% | +32.3% | -20.1% | +10.5% |
| 1Y | +9.1% | +20.1% | -11.0% | +7.9% |
| 3Y | +77.9% | +0.6% | +77.3% | +75.6% |
| 5Y | +78.1% | -42.3% | +120.4% | +78.7% |
| 10Y | +187.8% | +35.9% | +151.9% | +177.0% |
| All | +2,252.4% | +9,235.4% | -6,983.0% | +1,872.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling