+67.1%
SHOP vs ACI
+31.1%
+36.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +2.0% |
| 7D | -2.7% | -5.9% | +3.2% | -2.1% |
| 30D | -11.0% | +7.2% | -18.2% | -11.5% |
| 3M | +0.3% | +8.8% | -8.5% | -0.4% |
| 6M | +37.7% | -17.2% | +54.9% | +38.7% |
| YTD | -5.5% | -21.3% | +15.7% | -4.9% |
| 1Y | -0.2% | -23.7% | +23.5% | +0.7% |
| 3Y | +151.9% | -32.8% | +184.7% | +155.4% |
| 5Y | -2.2% | -41.4% | +39.2% | -1.2% |
| All | +67.1% | +31.1% | +36.0% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling