+16.5%
SNPS vs AEIS
+228.8%
-212.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.2% | -1.6% |
| 7D | -5.5% | +8.1% | -13.6% | -8.5% |
| 30D | -5.8% | -11.1% | +5.4% | -1.8% |
| 3M | -17.2% | -5.6% | -11.6% | -18.5% |
| 6M | -10.4% | -0.6% | -9.7% | -16.2% |
| YTD | -16.5% | +38.0% | -54.6% | -34.9% |
| 1Y | -35.6% | +87.2% | -122.9% | -57.9% |
| 3Y | -14.6% | +179.7% | -194.3% | -57.2% |
| 5Y | +16.5% | +241.7% | -225.3% | -51.2% |
| All | +16.5% | +228.8% | -212.3% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling