-11.6%
SHOP vs AEIS
+85.4%
-97.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.3% | -5.4% |
| 7D | -10.6% | +6.5% | -17.1% | -11.1% |
| 30D | -18.3% | -9.2% | -9.1% | -17.9% |
| 3M | +14.8% | -8.3% | +23.2% | +13.1% |
| 6M | -5.0% | -6.3% | +1.3% | -7.3% |
| YTD | -21.2% | +36.5% | -57.7% | -33.1% |
| 1Y | -11.6% | +84.8% | -96.4% | -30.5% |
| All | -11.6% | +85.4% | -97.0% | -30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling