+2,028.9%
SNPS vs AEIS
+2,566.8%
-537.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.4% | -7.8% | -5.9% |
| 7D | -11.0% | +3.0% | -14.0% | -11.6% |
| 30D | -1.7% | -14.6% | +12.9% | +1.6% |
| 3M | -20.4% | -12.4% | -7.9% | -19.2% |
| 6M | -8.6% | -15.0% | +6.3% | -7.6% |
| YTD | -16.2% | +34.3% | -50.4% | -24.1% |
| 1Y | -34.6% | +87.4% | -121.9% | -45.4% |
| 3Y | -14.5% | +139.8% | -154.2% | -33.4% |
| 5Y | +17.0% | +220.7% | -203.7% | -14.7% |
| 10Y | +560.0% | +531.6% | +28.4% | +296.7% |
| All | +2,028.9% | +2,566.8% | -537.9% | +498.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling