-0.5%
SHOP vs AEIS
+145.7%
-146.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -4.1% |
| 7D | +2.8% | -6.9% | +9.7% | +5.1% |
| 30D | -14.2% | -23.2% | +9.0% | -4.5% |
| 3M | -5.5% | -29.5% | +24.0% | +7.3% |
| 6M | +32.8% | -37.9% | +70.7% | +49.8% |
| YTD | -8.9% | +6.0% | -14.9% | -35.7% |
| 1Y | -7.7% | +1.2% | -9.0% | -32.7% |
| 3Y | +139.0% | +150.0% | -10.9% | -30.0% |
| 5Y | -0.5% | +141.9% | -142.4% | -73.1% |
| All | -0.5% | +145.7% | -146.2% | -73.1% |
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