-2.9%
AIG vs SWK
+24.6%
-27.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.8% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -5.2% | -8.9% | +3.7% | -4.7% |
| 3M | +1.5% | +20.5% | -19.0% | -0.1% |
| 6M | -3.9% | +27.1% | -31.0% | -6.2% |
| YTD | -11.6% | +30.2% | -41.8% | -14.2% |
| 1Y | -2.9% | +24.8% | -27.7% | -3.7% |
| All | -2.9% | +24.6% | -27.5% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling