+167.8%
AEP vs SNAP
-79.2%
+247.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | -1.6% | -10.6% | +9.0% | -1.5% |
| 30D | +4.1% | -19.7% | +23.8% | +4.2% |
| 3M | +4.1% | -6.5% | +10.6% | +4.1% |
| 6M | -1.0% | -17.8% | +16.7% | -1.0% |
| YTD | +13.4% | -38.0% | +51.5% | +13.7% |
| 1Y | +6.7% | -42.5% | +49.2% | +7.1% |
| 3Y | +81.3% | -55.8% | +137.1% | +81.2% |
| 5Y | +80.1% | -90.5% | +170.6% | +82.0% |
| All | +167.8% | -79.2% | +247.0% | +156.4% |
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