-9.3%
SHOP vs AEE
+43.4%
-52.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.0% | -8.5% | -7.7% |
| 7D | -4.1% | +1.3% | -5.4% | -4.2% |
| 30D | -11.5% | -1.2% | -10.3% | -11.4% |
| 3M | +21.1% | +1.0% | +20.0% | +20.8% |
| 6M | +3.0% | -2.3% | +5.3% | +3.1% |
| YTD | -16.7% | +9.1% | -25.8% | -18.7% |
| 1Y | -8.3% | +10.6% | -18.8% | -10.8% |
| 3Y | +112.8% | +48.5% | +64.3% | +89.2% |
| 5Y | -9.3% | +39.9% | -49.1% | -18.3% |
| All | -9.3% | +43.4% | -52.7% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling