+39.2%
AEM vs SNAP
-24.3%
+63.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.9% | -0.4% |
| 7D | -0.5% | +0.7% | -1.3% | -0.6% |
| 30D | +24.0% | +2.6% | +21.4% | +23.4% |
| 3M | +16.1% | -9.9% | +26.0% | +17.6% |
| 6M | -11.6% | +1.9% | -13.5% | -14.0% |
| YTD | +21.5% | -32.2% | +53.8% | +25.2% |
| 1Y | +39.2% | -22.8% | +62.0% | +46.8% |
| All | +39.2% | -24.3% | +63.5% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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