-15.7%
SHOP vs AEM
+296.4%
-312.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.8% | -5.5% |
| 7D | -10.6% | +3.0% | -13.6% | -11.2% |
| 30D | -18.3% | +12.5% | -30.8% | -20.4% |
| 3M | +14.8% | +26.9% | -12.1% | +8.9% |
| 6M | -5.0% | -9.4% | +4.4% | -4.4% |
| YTD | -21.2% | +20.3% | -41.5% | -25.2% |
| 1Y | -11.6% | +33.8% | -45.4% | -17.8% |
| 3Y | +101.2% | +349.8% | -248.6% | +37.5% |
| 5Y | -15.7% | +301.0% | -316.7% | -43.1% |
| All | -15.7% | +296.4% | -312.1% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling