+2,993.7%
SHOP vs AEM
+378.0%
+2,615.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.1% | +1.3% |
| 7D | -11.2% | -2.1% | -9.1% | -10.8% |
| 30D | -14.4% | +8.4% | -22.8% | -16.0% |
| 3M | +16.6% | +27.3% | -10.7% | +10.4% |
| 6M | -0.6% | -9.7% | +9.1% | +0.6% |
| YTD | -20.0% | +19.0% | -38.9% | -23.9% |
| 1Y | -11.2% | +31.5% | -42.7% | -17.5% |
| 3Y | +99.5% | +338.7% | -239.2% | +37.9% |
| 5Y | -13.2% | +307.4% | -320.6% | -40.4% |
| All | +2,993.7% | +378.0% | +2,615.7% | +1,899.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 10y: compounded portfolio wealth divided by compounded AEM 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…
10y analysis · Full analysis span regression · 6 months rolling