+14.6%
SNOW vs AEP
+101.9%
-87.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | +5.5% | +2.9% | +2.6% | +5.7% |
| 30D | -13.2% | +3.2% | -16.4% | -12.9% |
| 3M | -13.7% | +3.8% | -17.6% | -13.4% |
| 6M | +91.0% | +2.5% | +88.5% | +91.7% |
| YTD | +32.7% | +15.5% | +17.2% | +32.9% |
| 1Y | +13.3% | +9.6% | +3.7% | +13.6% |
| 3Y | +83.4% | +91.2% | -7.8% | +77.4% |
| 5Y | -24.7% | +88.2% | -112.9% | -20.5% |
| All | +14.6% | +101.9% | -87.3% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling