+94.8%
SNOW vs AEE
+48.1%
+46.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.3% |
| 7D | +8.4% | +1.1% | +7.3% | +8.6% |
| 30D | -1.0% | 0.0% | -1.0% | -1.0% |
| 3M | +38.3% | -0.9% | +39.2% | +38.3% |
| 6M | +81.3% | -2.4% | +83.7% | +81.1% |
| YTD | +51.1% | +8.6% | +42.5% | +50.0% |
| 1Y | +47.0% | +10.2% | +36.8% | +45.5% |
| All | +94.8% | +48.1% | +46.7% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling