-9.3%
SHOP vs AEIS
+228.8%
-238.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.8% | -10.4% | -9.1% |
| 7D | -4.1% | +8.1% | -12.2% | -8.3% |
| 30D | -11.5% | -11.1% | -0.4% | -7.0% |
| 3M | +21.1% | -5.6% | +26.7% | +13.8% |
| 6M | +3.0% | -0.6% | +3.6% | -11.0% |
| YTD | -16.7% | +38.0% | -54.7% | -46.5% |
| 1Y | -8.3% | +87.2% | -95.5% | -55.4% |
| 3Y | +112.8% | +179.7% | -66.9% | -33.1% |
| 5Y | -9.3% | +241.7% | -251.0% | -78.2% |
| All | -9.3% | +228.8% | -238.1% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling