+501.4%
AEM vs SNAP
-77.2%
+578.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.9% | -1.0% |
| 7D | -0.5% | +0.7% | -1.3% | -0.5% |
| 30D | +24.0% | +2.6% | +21.4% | +23.8% |
| 3M | +16.1% | -9.9% | +26.0% | +16.4% |
| 6M | -11.6% | +1.9% | -13.5% | -12.0% |
| YTD | +21.5% | -32.2% | +53.8% | +22.9% |
| 1Y | +39.2% | -22.8% | +62.0% | +39.9% |
| 3Y | +347.4% | -47.6% | +395.0% | +348.7% |
| 5Y | +290.1% | -92.7% | +382.9% | +310.7% |
| All | +501.4% | -77.2% | +578.6% | +508.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling