-34.9%
SNPS vs AEIS
+85.4%
-120.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | -5.5% | +6.5% | -11.9% | -6.8% |
| 30D | -4.5% | -9.2% | +4.7% | -2.9% |
| 3M | -15.5% | -8.3% | -7.1% | -15.6% |
| 6M | -10.1% | -6.3% | -3.7% | -12.3% |
| YTD | -16.3% | +36.5% | -52.8% | -28.3% |
| 1Y | -34.9% | +84.8% | -119.7% | -54.8% |
| All | -34.9% | +85.4% | -120.3% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1y: compounded portfolio wealth divided by compounded AEIS 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…
1y analysis · Full analysis span regression · 6 months rolling