+432.9%
SNXX vs AEP
+8.2%
+424.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.2% | +23.6% | +23.3% |
| 7D | +34.9% | +1.8% | +33.1% | +36.0% |
| 30D | +52.5% | -0.8% | +53.4% | +51.9% |
| 3M | -41.3% | -1.8% | -39.5% | -40.8% |
| 6M | +293.8% | -5.4% | +299.1% | +306.7% |
| All | +432.9% | +8.2% | +424.8% | +430.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling