+47.4%
AIG vs SWK
-25.5%
+72.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.6% | -3.8% |
| 7D | -5.1% | +11.0% | -16.1% | -7.5% |
| 30D | +2.8% | +30.1% | -27.3% | -3.5% |
| 3M | -2.1% | +14.7% | -16.8% | -5.5% |
| 6M | +1.4% | +44.5% | -43.1% | -7.7% |
| YTD | -7.4% | +59.4% | -66.7% | -18.5% |
| 1Y | +4.4% | +77.5% | -73.1% | -10.8% |
| 3Y | +30.0% | +49.5% | -19.5% | +11.3% |
| All | +47.4% | -25.5% | +72.8% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling