+2,214.6%
AEP vs SWKS
+8,307.4%
-6,092.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.3% |
| 7D | +1.8% | +12.5% | -10.7% | +1.3% |
| 30D | -0.8% | +10.5% | -11.3% | -1.2% |
| 3M | -1.8% | -7.4% | +5.6% | -1.7% |
| 6M | -5.4% | +32.7% | -38.0% | -6.6% |
| YTD | +10.4% | +19.2% | -8.7% | +9.3% |
| 1Y | +18.2% | +2.4% | +15.8% | +17.5% |
| 3Y | +79.0% | -25.6% | +104.6% | +78.9% |
| 5Y | +64.8% | -53.4% | +118.3% | +67.0% |
| 10Y | +170.8% | +23.2% | +147.7% | +161.9% |
| All | +2,214.6% | +8,307.4% | -6,092.8% | +1,851.0% |
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