+565.5%
SNPS vs AEP
+177.9%
+387.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -5.5% | +0.9% | -6.4% | -5.6% |
| 30D | -4.5% | +1.5% | -6.0% | -4.8% |
| 3M | -15.5% | -1.7% | -13.8% | -15.4% |
| 6M | -10.1% | -4.0% | -6.0% | -9.6% |
| YTD | -16.3% | +10.6% | -26.9% | -18.8% |
| 1Y | -34.9% | +18.6% | -53.6% | -38.1% |
| 3Y | -14.4% | +78.7% | -93.1% | -29.5% |
| 5Y | +17.9% | +65.1% | -47.2% | -1.2% |
| All | +565.5% | +177.9% | +387.6% | +379.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling