+0.5%
SHOP vs AEIS
+4.7%
-4.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.3% |
| 7D | -1.2% | +11.5% | -12.7% | -1.5% |
| 30D | -14.7% | -15.8% | +1.0% | -14.6% |
| 3M | -7.2% | -33.3% | +26.1% | -7.0% |
| 6M | +54.2% | -35.2% | +89.4% | +54.2% |
| YTD | -8.6% | +5.0% | -13.6% | -17.5% |
| 1Y | +0.5% | +8.5% | -8.0% | -11.3% |
| All | +0.5% | +4.7% | -4.1% | -11.3% |
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 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