+5,775.4%
SNPS vs AEP
+2,032.9%
+3,742.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | +5.1% | +2.5% | +2.6% | +4.5% |
| 30D | -6.4% | +3.4% | -9.8% | -7.3% |
| 3M | +12.2% | +4.2% | +8.0% | +10.9% |
| 6M | -9.8% | -0.8% | -9.0% | -9.9% |
| YTD | -1.5% | +15.2% | -16.7% | -5.7% |
| 1Y | +16.0% | +8.3% | +7.7% | +12.8% |
| 3Y | -10.8% | +84.2% | -95.0% | -26.2% |
| 5Y | +33.3% | +87.8% | -54.5% | +8.9% |
| 10Y | +675.9% | +204.4% | +471.5% | +447.5% |
| All | +5,775.4% | +2,032.9% | +3,742.6% | +2,032.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling