+32.1%
SNOW vs AEP
+94.6%
-62.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.4% |
| 7D | +4.9% | +2.0% | +2.9% | +5.1% |
| 30D | +1.5% | +0.5% | +1.0% | +1.6% |
| 3M | +39.5% | -0.3% | +39.8% | +39.5% |
| 6M | +85.9% | -3.5% | +89.4% | +85.7% |
| YTD | +52.9% | +11.3% | +41.7% | +52.7% |
| 1Y | +48.1% | +20.2% | +27.9% | +47.7% |
| 3Y | +102.2% | +79.8% | +22.4% | +95.1% |
| 5Y | +5.5% | +65.6% | -60.1% | +6.3% |
| All | +32.1% | +94.6% | -62.4% | +37.1% |
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