+16.5%
SNPS vs AEP
+68.7%
-52.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -5.5% | +2.0% | -7.5% | -5.5% |
| 30D | -5.8% | +0.5% | -6.3% | -5.8% |
| 3M | -17.2% | -0.3% | -16.9% | -17.3% |
| 6M | -10.4% | -3.5% | -6.9% | -10.4% |
| YTD | -16.5% | +11.3% | -27.8% | -17.2% |
| 1Y | -35.6% | +20.2% | -55.9% | -36.5% |
| 3Y | -14.6% | +79.8% | -94.4% | -22.9% |
| 5Y | +16.5% | +65.6% | -49.1% | +3.6% |
| All | +16.5% | +68.7% | -52.2% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling