-22.7%
SNOW vs AEIS
+145.4%
-168.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | +10.8% | +23.2% | -12.4% | +2.8% |
| 30D | -16.5% | -17.0% | +0.5% | -11.5% |
| 3M | -10.1% | -32.2% | +22.1% | +1.1% |
| 6M | +96.5% | -32.6% | +129.1% | +110.6% |
| YTD | +36.2% | +9.4% | +26.8% | +5.9% |
| 1Y | +10.7% | +7.7% | +3.0% | -13.5% |
| 3Y | +86.2% | +157.9% | -71.7% | -25.0% |
| 5Y | -22.7% | +154.8% | -177.5% | -72.5% |
| All | -22.7% | +145.4% | -168.1% | -72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling