+2,424.2%
SNPS vs AEIS
+1,982.0%
+442.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.3% | -7.6% | +1.1% |
| 7D | +0.2% | +1.0% | -0.8% | -0.5% |
| 30D | -8.4% | -24.0% | +15.6% | -3.0% |
| 3M | +12.3% | -32.5% | +44.8% | +21.7% |
| 6M | -9.6% | -38.6% | +29.0% | -1.4% |
| YTD | -0.6% | +4.8% | -5.4% | -5.4% |
| 1Y | +18.7% | +1.3% | +17.4% | +13.8% |
| 3Y | -7.6% | +159.2% | -166.8% | -29.4% |
| 5Y | +34.1% | +140.8% | -106.7% | +3.7% |
| 10Y | +691.2% | +349.8% | +341.4% | +409.1% |
| All | +2,424.2% | +1,982.0% | +442.2% | +646.2% |
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 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