-4.9%
SHOP vs AEE
+13.9%
-18.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.5% | +4.9% | +8.6% |
| 7D | -9.0% | +4.7% | -13.7% | -6.8% |
| 30D | -4.4% | +13.4% | -17.8% | +2.6% |
| 3M | +24.1% | +4.1% | +20.1% | +26.6% |
| 6M | +20.0% | +2.0% | +17.9% | +23.2% |
| YTD | -4.9% | +15.6% | -20.6% | +5.4% |
| 1Y | -4.9% | +14.1% | -19.0% | +5.9% |
| All | -4.9% | +13.9% | -18.8% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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