+32.8%
SNOW vs AEE
+62.4%
-29.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +2.8% | +0.3% | +2.5% | +2.8% |
| 30D | +6.4% | -2.3% | +8.7% | +6.3% |
| 3M | +38.1% | +0.2% | +37.9% | +38.1% |
| 6M | +100.4% | -4.7% | +105.1% | +100.4% |
| YTD | +53.7% | +8.1% | +45.6% | +52.3% |
| 1Y | +52.0% | +8.5% | +43.4% | +50.4% |
| 3Y | +114.7% | +48.9% | +65.8% | +107.2% |
| 5Y | +8.8% | +39.9% | -31.1% | +5.8% |
| All | +32.8% | +62.4% | -29.6% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling