+305.7%
AEM vs SNAP
-90.9%
+396.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.8% | +3.0% | +4.7% |
| 7D | +17.8% | -7.3% | +25.2% | +18.2% |
| 30D | +6.2% | -18.9% | +25.2% | +7.3% |
| 3M | +12.5% | -5.3% | +17.8% | +12.8% |
| 6M | +4.4% | -16.9% | +21.4% | +5.0% |
| YTD | +19.2% | -37.4% | +56.6% | +20.6% |
| 1Y | +25.5% | -38.5% | +64.0% | +27.0% |
| 3Y | +346.4% | -55.1% | +401.5% | +350.3% |
| 5Y | +305.7% | -90.8% | +396.5% | +323.3% |
| All | +305.7% | -90.9% | +396.5% | +323.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling