+4.1%
SNOW vs AEE
+40.3%
-36.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.2% |
| 7D | +8.4% | +1.1% | +7.3% | +8.4% |
| 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% | +48.2% |
| 1Y | +47.0% | +10.2% | +36.8% | +43.6% |
| 3Y | +99.7% | +47.8% | +51.9% | +84.0% |
| All | +4.1% | +40.3% | -36.2% | -4.8% |
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