+3,781.0%
SHOP vs AEIS
+332.3%
+3,448.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +2.1% |
| 7D | -1.2% | +11.5% | -12.7% | -6.5% |
| 30D | -14.7% | -15.8% | +1.0% | -10.0% |
| 3M | -7.2% | -33.3% | +26.1% | +7.5% |
| 6M | +54.2% | -35.2% | +89.4% | +68.3% |
| YTD | -8.6% | +5.0% | -13.6% | -27.5% |
| 1Y | +0.5% | +8.5% | -8.0% | -21.9% |
| 3Y | +135.9% | +152.9% | -16.9% | +7.0% |
| 5Y | -11.9% | +144.6% | -156.5% | -58.0% |
| All | +3,781.0% | +332.3% | +3,448.7% | +1,099.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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