+31.8%
SHOP vs AAOX
-89.3%
+121.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -15.0% | +22.3% | +7.2% |
| 7D | -9.0% | -50.3% | +41.2% | -9.4% |
| 30D | -4.4% | -79.8% | +75.4% | -5.7% |
| 3M | +24.1% | -85.9% | +110.0% | +22.3% |
| 6M | +20.0% | -95.7% | +115.6% | +19.8% |
| All | +31.8% | -89.3% | +121.1% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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