-79.6%
SNAP vs AEE
+175.7%
-255.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -10.6% | +3.0% | -13.6% | -10.9% |
| 30D | -19.7% | +11.2% | -31.0% | -21.0% |
| 3M | -6.5% | +7.0% | -13.5% | -7.5% |
| 6M | -17.8% | +5.7% | -23.5% | -18.6% |
| YTD | -38.0% | +16.2% | -54.3% | -39.8% |
| 1Y | -42.5% | +12.0% | -54.5% | -43.7% |
| 3Y | -55.8% | +63.4% | -119.2% | -60.2% |
| 5Y | -90.5% | +56.0% | -146.6% | -91.5% |
| All | -79.6% | +175.7% | -255.3% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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