+3.3%
SNOW vs AEM
+306.3%
-303.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.5% |
| 7D | -2.4% | -2.1% | -0.3% | -2.1% |
| 30D | -1.0% | +8.4% | -9.4% | -2.4% |
| 3M | +36.9% | +27.3% | +9.6% | +31.0% |
| 6M | +83.4% | -9.7% | +93.0% | +84.7% |
| YTD | +50.0% | +19.0% | +31.0% | +42.7% |
| 1Y | +46.5% | +31.5% | +15.0% | +36.2% |
| 3Y | +93.3% | +338.7% | -245.4% | +37.9% |
| All | +3.3% | +306.3% | -303.0% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling