+2,539.2%
SNPS vs AEE
+881.3%
+1,657.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +5.1% | +0.6% | +4.5% | +4.9% |
| 30D | -6.4% | +8.8% | -15.3% | -9.1% |
| 3M | +12.2% | +5.1% | +7.2% | +10.2% |
| 6M | -9.8% | +5.2% | -15.0% | -11.8% |
| YTD | -1.5% | +16.1% | -17.6% | -7.3% |
| 1Y | +16.0% | +10.4% | +5.6% | +10.9% |
| 3Y | -10.8% | +63.1% | -74.0% | -27.0% |
| 5Y | +33.3% | +55.6% | -22.2% | +9.9% |
| 10Y | +675.9% | +217.1% | +458.8% | +380.8% |
| All | +2,539.2% | +881.3% | +1,657.9% | +898.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling