+112.8%
SHOP vs AEM
+349.6%
-236.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.4% | -6.2% | -7.3% |
| 7D | -4.1% | +4.3% | -8.4% | -4.8% |
| 30D | -11.5% | +13.1% | -24.6% | -13.4% |
| 3M | +21.1% | +24.8% | -3.7% | +16.2% |
| 6M | +3.0% | -8.2% | +11.2% | +2.5% |
| YTD | -16.7% | +19.8% | -36.5% | -19.7% |
| 1Y | -8.3% | +32.1% | -40.4% | -12.1% |
| 3Y | +112.8% | +348.2% | -235.4% | +60.7% |
| All | +112.8% | +349.6% | -236.8% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling