+29.8%
SNOW vs AEP
+91.5%
-61.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.6% |
| 7D | -7.5% | -1.0% | -6.5% | -7.6% |
| 30D | -1.3% | -0.1% | -1.2% | -1.3% |
| 3M | +37.4% | -3.2% | +40.6% | +37.1% |
| 6M | +88.1% | -5.3% | +93.4% | +87.6% |
| YTD | +50.3% | +9.5% | +40.8% | +49.8% |
| 1Y | +46.0% | +17.5% | +28.5% | +45.4% |
| 3Y | +98.7% | +77.0% | +21.7% | +91.5% |
| 5Y | +3.5% | +66.4% | -62.9% | +5.3% |
| All | +29.8% | +91.5% | -61.7% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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