-53.5%
SNAP vs AEIS
+148.8%
-202.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.7% | +2.1% |
| 7D | +6.0% | +11.5% | -5.5% | +1.9% |
| 30D | -13.8% | -15.8% | +2.0% | -9.7% |
| 3M | -0.8% | -33.3% | +32.6% | +11.6% |
| 6M | -6.2% | -35.2% | +29.0% | +2.9% |
| YTD | -34.8% | +5.0% | -39.8% | -46.9% |
| 1Y | -38.7% | +8.5% | -47.2% | -51.2% |
| 3Y | -53.5% | +152.9% | -206.3% | -79.5% |
| All | -53.5% | +148.8% | -202.2% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 3y: compounded portfolio wealth divided by compounded AEIS 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…
3y analysis · Full analysis span regression · 6 months rolling