+14.6%
SNOW vs AEIS
+266.3%
-251.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.0% | +1.4% | -1.1% |
| 7D | +5.5% | +11.5% | -6.0% | +1.3% |
| 30D | -13.2% | -15.8% | +2.6% | -8.3% |
| 3M | -13.7% | -33.3% | +19.6% | -2.0% |
| 6M | +91.0% | -35.2% | +126.2% | +108.2% |
| YTD | +32.7% | +5.0% | +27.6% | +7.0% |
| 1Y | +13.3% | +8.5% | +4.8% | -10.6% |
| 3Y | +83.4% | +152.9% | -69.5% | -17.6% |
| 5Y | -24.7% | +144.6% | -169.3% | -66.9% |
| All | +14.6% | +266.3% | -251.7% | -68.2% |
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