+0.2%
SHOP vs AEE
+56.1%
-55.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | -2.5% | +0.2% | -2.6% | -2.5% |
| 30D | -16.7% | +9.7% | -26.4% | -17.6% |
| 3M | -2.2% | +5.8% | -8.0% | -2.9% |
| 6M | +45.6% | +4.5% | +41.1% | +44.6% |
| YTD | -7.3% | +15.8% | -23.1% | -10.2% |
| 1Y | -6.1% | +10.8% | -16.8% | -8.1% |
| 3Y | +143.3% | +62.8% | +80.5% | +110.1% |
| 5Y | +0.2% | +56.1% | -55.9% | -11.7% |
| All | +0.2% | +56.1% | -55.9% | -11.7% |
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