+424.2%
AEM vs SNAP
-78.1%
+502.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | 0.0% |
| 7D | -6.8% | +6.0% | -12.9% | -7.1% |
| 30D | +0.8% | -13.8% | +14.6% | +1.5% |
| 3M | -0.8% | -0.8% | -0.1% | -0.9% |
| 6M | -8.5% | -6.2% | -2.3% | -8.5% |
| YTD | +5.9% | -34.8% | +40.8% | +7.2% |
| 1Y | +6.6% | -38.7% | +45.3% | +8.2% |
| 3Y | +302.2% | -53.5% | +355.6% | +305.4% |
| 5Y | +250.8% | -90.2% | +341.0% | +264.9% |
| All | +424.2% | -78.1% | +502.3% | +430.5% |
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