+368.8%
SNXX vs AEP
+7.2%
+361.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.1% | -6.9% | -7.1% |
| 7D | -12.0% | -0.9% | -11.1% | -12.4% |
| 30D | +37.9% | -1.1% | +39.0% | +37.6% |
| 3M | -52.7% | -3.3% | -49.4% | -52.6% |
| 6M | +194.8% | -4.6% | +199.4% | +194.9% |
| All | +368.8% | +7.2% | +361.6% | +364.3% |
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