+16.5%
SNPS vs AEE
+43.4%
-26.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.6% |
| 7D | -5.5% | +1.3% | -6.8% | -5.6% |
| 30D | -5.8% | -1.2% | -4.5% | -5.6% |
| 3M | -17.2% | +1.0% | -18.2% | -17.4% |
| 6M | -10.4% | -2.3% | -8.1% | -10.3% |
| YTD | -16.5% | +9.1% | -25.7% | -18.1% |
| 1Y | -35.6% | +10.6% | -46.2% | -37.1% |
| 3Y | -14.6% | +48.5% | -63.1% | -21.4% |
| 5Y | +16.5% | +39.9% | -23.4% | +6.9% |
| All | +16.5% | +43.4% | -26.9% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 5y: compounded portfolio wealth divided by compounded AEE 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…
5y analysis · Full analysis span regression · 6 months rolling