+2,256.8%
AEP vs SWKS
+9,124.1%
-6,867.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.8% |
| 7D | -2.0% | -9.2% | +7.2% | -1.6% |
| 30D | +4.2% | -1.9% | +6.1% | +4.2% |
| 3M | +1.0% | +21.2% | -20.2% | +0.1% |
| 6M | -6.1% | +12.9% | -19.0% | -6.9% |
| YTD | +12.5% | +30.7% | -18.3% | +10.8% |
| 1Y | +9.1% | +14.1% | -5.0% | +8.1% |
| 3Y | +77.2% | -1.7% | +78.9% | +75.0% |
| 5Y | +78.4% | -43.0% | +121.4% | +79.2% |
| 10Y | +188.3% | +34.3% | +154.0% | +177.6% |
| All | +2,256.8% | +9,124.1% | -6,867.3% | +1,877.0% |
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