+65.4%
AIG vs SWK
+20.6%
+44.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.0% |
| 7D | +1.4% | -2.3% | +3.7% | +2.4% |
| 30D | +6.6% | +30.4% | -23.8% | -5.7% |
| 3M | +7.9% | +12.1% | -4.3% | +1.8% |
| 6M | +10.4% | +49.1% | -38.7% | -9.5% |
| YTD | -1.3% | +60.4% | -61.7% | -23.3% |
| 1Y | +11.5% | +78.3% | -66.8% | -17.9% |
| 3Y | +38.8% | +53.3% | -14.5% | +0.5% |
| 5Y | +57.8% | -27.0% | +84.8% | +70.9% |
| All | +65.4% | +20.6% | +44.9% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling