+94.8%
SNOW vs AEM
+344.0%
-249.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | +8.4% | +3.0% | +5.4% | +8.0% |
| 30D | -1.0% | +12.5% | -13.5% | -2.4% |
| 3M | +38.3% | +26.9% | +11.4% | +34.0% |
| 6M | +81.3% | -9.4% | +90.7% | +81.9% |
| YTD | +51.1% | +20.3% | +30.8% | +45.0% |
| 1Y | +47.0% | +33.8% | +13.2% | +38.6% |
| All | +94.8% | +344.0% | -249.2% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling