+4,901.1%
SNPS vs AEP
+1,944.3%
+2,956.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.4% |
| 7D | -11.0% | +1.8% | -12.8% | -11.4% |
| 30D | -1.7% | -0.8% | -0.9% | -1.6% |
| 3M | -20.4% | -1.8% | -18.5% | -20.2% |
| 6M | -8.6% | -5.4% | -3.3% | -7.7% |
| YTD | -16.2% | +10.4% | -26.6% | -18.8% |
| 1Y | -34.6% | +18.2% | -52.7% | -37.9% |
| 3Y | -14.5% | +79.0% | -93.4% | -28.8% |
| 5Y | +17.0% | +64.8% | -47.8% | -1.1% |
| 10Y | +560.0% | +170.8% | +389.2% | +380.3% |
| All | +4,901.1% | +1,944.3% | +2,956.8% | +1,735.7% |
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 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