+2,993.7%
SHOP vs AEIS
+562.2%
+2,431.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.2% | -0.7% |
| 7D | -11.2% | +2.3% | -13.5% | -12.4% |
| 30D | -14.4% | -14.8% | +0.4% | -8.4% |
| 3M | +16.6% | -15.6% | +32.2% | +18.6% |
| 6M | -0.6% | -8.7% | +8.1% | -6.2% |
| YTD | -20.0% | +37.3% | -57.3% | -42.0% |
| 1Y | -11.2% | +80.3% | -91.5% | -45.9% |
| 3Y | +99.5% | +177.9% | -78.5% | -8.4% |
| 5Y | -13.2% | +235.8% | -249.0% | -63.1% |
| All | +2,993.7% | +562.2% | +2,431.5% | +687.6% |
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