+572.1%
SNPS vs AEP
+175.2%
+397.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | -4.6% | -1.0% | -3.6% | -4.4% |
| 30D | -3.3% | -0.1% | -3.3% | -3.4% |
| 3M | -13.8% | -3.2% | -10.6% | -13.3% |
| 6M | -8.2% | -5.3% | -2.9% | -7.5% |
| YTD | -15.4% | +9.5% | -25.0% | -17.8% |
| 1Y | +2.4% | +17.5% | -15.1% | -2.4% |
| 3Y | -13.5% | +77.0% | -90.5% | -28.7% |
| 5Y | +19.5% | +66.4% | -46.9% | -0.3% |
| All | +572.1% | +175.2% | +397.0% | +385.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling