+29.8%
SNOW vs AEM
+160.2%
-130.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | 0.0% |
| 7D | -7.5% | -5.0% | -2.5% | -6.6% |
| 30D | -1.3% | +8.5% | -9.8% | -2.8% |
| 3M | +37.4% | +29.3% | +8.2% | +30.9% |
| 6M | +88.1% | -12.9% | +101.0% | +90.8% |
| YTD | +50.3% | +16.8% | +33.5% | +43.3% |
| 1Y | +46.0% | +29.8% | +16.2% | +35.8% |
| 3Y | +98.7% | +336.7% | -238.0% | +40.7% |
| 5Y | +3.5% | +299.9% | -296.4% | -27.1% |
| All | +29.8% | +160.2% | -130.4% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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