-6.1%
SHOP vs AEIS
+6.8%
-12.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.5% | -2.7% | +1.7% |
| 7D | -2.5% | +9.5% | -11.9% | -2.8% |
| 30D | -16.7% | -17.5% | +0.8% | -16.5% |
| 3M | -2.2% | -29.3% | +27.1% | -1.8% |
| 6M | +45.6% | -34.7% | +80.3% | +47.3% |
| YTD | -7.3% | +10.7% | -18.0% | -19.4% |
| 1Y | -6.1% | +7.4% | -13.5% | -17.4% |
| All | -6.1% | +6.8% | -12.9% | -17.4% |
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