+8,434.7%
SHOP vs AEM
+662.6%
+7,772.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.4% |
| 7D | -5.1% | -0.5% | -4.6% | -5.0% |
| 30D | +0.6% | +24.0% | -23.4% | -2.8% |
| 3M | +25.0% | +16.1% | +8.9% | +21.8% |
| 6M | +11.9% | -11.6% | +23.5% | +13.0% |
| YTD | -9.9% | +21.5% | -31.4% | -13.2% |
| 1Y | 0.0% | +39.2% | -39.2% | -5.7% |
| 3Y | +117.5% | +347.4% | -229.9% | +69.6% |
| 5Y | -6.6% | +290.1% | -296.8% | -26.9% |
| 10Y | +3,320.3% | +357.8% | +2,962.5% | +2,491.6% |
| All | +8,434.7% | +662.6% | +7,772.1% | +5,849.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling