+3,772.8%
SHOP vs AEM
+412.4%
+3,360.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -0.7% |
| 7D | +2.1% | -5.6% | +7.7% | +3.4% |
| 30D | -16.8% | -3.9% | -13.0% | -16.2% |
| 3M | -2.4% | -3.4% | +1.0% | -2.0% |
| 6M | +47.0% | -9.0% | +56.1% | +48.9% |
| YTD | -8.8% | +5.9% | -14.7% | -11.3% |
| 1Y | -6.3% | +4.0% | -10.2% | -8.6% |
| 3Y | +139.3% | +298.8% | -159.5% | +67.3% |
| 5Y | -12.1% | +250.7% | -262.8% | -38.1% |
| All | +3,772.8% | +412.4% | +3,360.5% | +2,373.5% |
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