+39.0%
AIG vs SWK
+50.7%
-11.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | +6.6% | -1.4% | +7.9% | +6.8% |
| 30D | +7.0% | +25.5% | -18.4% | +3.5% |
| 3M | +9.7% | +11.8% | -2.1% | +7.7% |
| 6M | +10.8% | +48.7% | -37.9% | +4.0% |
| YTD | -1.3% | +57.2% | -58.5% | -8.8% |
| 1Y | +8.4% | +75.3% | -66.9% | -1.8% |
| 3Y | +39.0% | +51.9% | -12.9% | +28.3% |
| All | +39.0% | +50.7% | -11.7% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling