-11.6%
SNPS vs AEP
+85.6%
-97.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.8% |
| 7D | -0.2% | +0.7% | -0.9% | 0.0% |
| 30D | -8.0% | +4.8% | -12.8% | -6.8% |
| 3M | +12.5% | +5.4% | +7.1% | +14.1% |
| 6M | -10.5% | +0.4% | -10.8% | -10.4% |
| YTD | -1.6% | +15.5% | -17.1% | +2.8% |
| 1Y | +16.8% | +8.5% | +8.3% | +20.1% |
| All | -11.6% | +85.6% | -97.2% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling