+15.2%
AON vs SWK
-28.9%
+44.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.6% |
| 7D | -3.2% | -2.0% | -1.2% | -2.9% |
| 30D | +21.7% | +24.6% | -2.9% | +18.0% |
| 3M | -5.1% | +10.8% | -15.9% | -6.6% |
| 6M | +5.9% | +46.1% | -40.2% | +0.1% |
| YTD | -4.8% | +56.8% | -61.6% | -11.4% |
| 1Y | -4.1% | +72.7% | -76.8% | -12.2% |
| 3Y | +2.0% | +49.9% | -47.8% | -7.1% |
| 5Y | +15.2% | -30.9% | +46.1% | +21.9% |
| All | +15.2% | -28.9% | +44.0% | +21.9% |
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