-90.8%
SNAP vs AEE
+58.9%
-149.7%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.8% |
| 7D | -7.3% | +2.3% | -9.7% | -7.3% |
| 30D | -18.9% | +11.6% | -30.5% | -18.8% |
| 3M | -5.3% | +5.5% | -10.8% | -5.2% |
| 6M | -16.9% | +6.0% | -23.0% | -16.9% |
| YTD | -37.4% | +16.6% | -54.0% | -37.5% |
| 1Y | -38.5% | +12.1% | -50.5% | -38.5% |
| 3Y | -55.1% | +64.2% | -119.3% | -55.7% |
| 5Y | -90.8% | +59.1% | -149.9% | -90.7% |
| All | -90.8% | +58.9% | -149.7% | -90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling