+32.1%
SNOW vs AEM
+167.1%
-134.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | +4.9% | +4.3% | +0.6% | +4.2% |
| 30D | +1.5% | +13.1% | -11.6% | -0.8% |
| 3M | +39.5% | +24.8% | +14.7% | +33.7% |
| 6M | +85.9% | -8.2% | +94.1% | +86.8% |
| YTD | +52.9% | +19.8% | +33.1% | +45.2% |
| 1Y | +48.1% | +32.1% | +16.0% | +37.3% |
| 3Y | +102.2% | +348.2% | -246.0% | +42.5% |
| 5Y | +5.5% | +297.5% | -292.0% | -25.5% |
| All | +32.1% | +167.1% | -134.9% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling