-34.6%
SNPS vs AEP
+16.1%
-50.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.5% |
| 7D | -11.0% | +1.8% | -12.8% | -10.5% |
| 30D | -1.7% | -0.8% | -0.9% | -2.0% |
| 3M | -20.4% | -1.8% | -18.5% | -20.7% |
| 6M | -8.6% | -5.4% | -3.3% | -10.6% |
| YTD | -16.2% | +10.4% | -26.6% | -12.5% |
| 1Y | -34.6% | +18.2% | -52.7% | -27.8% |
| All | -34.6% | +16.1% | -50.7% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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