+83.4%
SNOW vs AEP
+85.5%
-2.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.5% |
| 7D | +5.5% | +2.9% | +2.6% | +6.4% |
| 30D | -13.2% | +3.2% | -16.4% | -12.2% |
| 3M | -13.7% | +3.8% | -17.6% | -12.6% |
| 6M | +91.0% | +2.5% | +88.5% | +93.5% |
| YTD | +32.7% | +15.5% | +17.2% | +36.5% |
| 1Y | +13.3% | +9.6% | +3.7% | +15.9% |
| 3Y | +83.4% | +91.2% | -7.8% | +87.2% |
| All | +83.4% | +85.5% | -2.2% | +87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling