+446.3%
AEM vs SNAP
-77.7%
+524.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.8% | -9.2% | -2.7% |
| 7D | +1.4% | -9.8% | +11.2% | +1.8% |
| 30D | -1.2% | -18.2% | +17.0% | -0.3% |
| 3M | +2.5% | -3.1% | +5.6% | +2.6% |
| 6M | -5.1% | -7.1% | +2.0% | -5.1% |
| YTD | +10.4% | -33.8% | +44.2% | +11.7% |
| 1Y | +11.8% | -39.0% | +50.8% | +13.4% |
| 3Y | +315.6% | -52.8% | +368.5% | +318.7% |
| 5Y | +266.3% | -90.0% | +356.2% | +280.6% |
| All | +446.3% | -77.7% | +524.0% | +452.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling