+161.2%
AEP vs SNAP
-77.9%
+239.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.6% |
| 7D | +0.9% | -5.0% | +5.9% | +0.9% |
| 30D | +1.5% | -0.7% | +2.2% | +1.5% |
| 3M | -1.7% | -5.0% | +3.3% | -1.7% |
| 6M | -4.0% | +3.5% | -7.5% | -4.1% |
| YTD | +10.6% | -34.2% | +44.8% | +10.9% |
| 1Y | +18.6% | -27.1% | +45.7% | +18.8% |
| 3Y | +78.7% | -43.5% | +122.1% | +78.0% |
| 5Y | +65.1% | -92.9% | +158.0% | +67.9% |
| All | +161.2% | -77.9% | +239.0% | +150.0% |
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 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