-79.7%
SNAP vs AEIS
+218.1%
-297.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.1% | -8.7% | -5.0% |
| 7D | -7.1% | -11.3% | +4.2% | -3.1% |
| 30D | -14.6% | -32.6% | +18.0% | -1.1% |
| 3M | -5.0% | -39.2% | +34.2% | +12.4% |
| 6M | -18.8% | -45.4% | +26.5% | -2.9% |
| YTD | -38.5% | -5.8% | -32.7% | -44.7% |
| 1Y | -38.1% | -10.0% | -28.1% | -43.3% |
| 3Y | -53.8% | +121.2% | -174.9% | -73.3% |
| 5Y | -90.7% | +110.6% | -201.3% | -94.5% |
| All | -79.7% | +218.1% | -297.8% | -90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling