+91.0%
SNOW vs AEP
+3.3%
+87.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.4% |
| 7D | +5.5% | +2.9% | +2.6% | +7.8% |
| 30D | -13.2% | +3.2% | -16.4% | -10.5% |
| 3M | -13.7% | +3.8% | -17.6% | -11.0% |
| 6M | +91.0% | +2.5% | +88.5% | +108.6% |
| All | +91.0% | +3.3% | +87.7% | +108.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling