-77.7%
SNAP vs AEIS
+353.5%
-431.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.4% | -6.4% | -5.0% |
| 7D | +0.7% | +3.0% | -2.2% | -0.5% |
| 30D | +2.6% | -14.6% | +17.3% | +8.4% |
| 3M | -9.9% | -12.4% | +2.6% | -8.6% |
| 6M | +1.9% | -15.0% | +16.8% | +2.3% |
| YTD | -32.2% | +34.3% | -66.5% | -45.9% |
| 1Y | -22.8% | +87.4% | -110.2% | -48.6% |
| 3Y | -47.6% | +139.8% | -187.4% | -69.8% |
| 5Y | -92.7% | +220.7% | -313.5% | -96.3% |
| All | -77.7% | +353.5% | -431.2% | -90.4% |
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