+32.8%
SNOW vs AEIS
+368.4%
-335.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.4% | -7.8% | -6.3% |
| 7D | +2.8% | +3.0% | -0.2% | +1.7% |
| 30D | +6.4% | -14.6% | +21.1% | +12.1% |
| 3M | +38.1% | -12.4% | +50.5% | +38.7% |
| 6M | +100.4% | -15.0% | +115.4% | +93.2% |
| YTD | +53.7% | +34.3% | +19.4% | +15.1% |
| 1Y | +52.0% | +87.4% | -35.4% | -6.8% |
| 3Y | +114.7% | +139.8% | -25.1% | +6.8% |
| 5Y | +8.8% | +220.7% | -212.0% | -56.3% |
| All | +32.8% | +368.4% | -335.6% | -65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling