+348.2%
AEM vs SNAP
-43.9%
+392.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.4% |
| 7D | +4.3% | +1.5% | +2.8% | +4.2% |
| 30D | +13.1% | +1.9% | +11.2% | +13.0% |
| 3M | +24.8% | -3.9% | +28.7% | +24.7% |
| 6M | -8.2% | +5.2% | -13.5% | -9.2% |
| YTD | +19.8% | -32.7% | +52.5% | +20.6% |
| 1Y | +32.1% | -24.8% | +56.9% | +32.5% |
| 3Y | +348.2% | -42.2% | +390.4% | +358.0% |
| All | +348.2% | -43.9% | +392.1% | +358.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling