+29.8%
SNOW vs AEIS
+356.5%
-326.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +1.0% |
| 7D | -7.5% | -0.2% | -7.3% | -7.6% |
| 30D | -1.3% | -16.4% | +15.1% | +4.8% |
| 3M | +37.4% | -11.1% | +48.6% | +37.2% |
| 6M | +88.1% | -12.0% | +100.1% | +78.7% |
| YTD | +50.3% | +30.9% | +19.4% | +13.6% |
| 1Y | +46.0% | +74.3% | -28.3% | -7.3% |
| 3Y | +98.7% | +165.2% | -66.5% | -7.3% |
| 5Y | +3.5% | +220.0% | -216.5% | -58.4% |
| All | +29.8% | +356.5% | -326.6% | -66.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling