+8,552.4%
SHOP vs AEM
+564.7%
+7,987.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.2% | -6.8% | +5.6% | -0.1% |
| 30D | -14.7% | +0.8% | -15.5% | -14.9% |
| 3M | -7.2% | -0.8% | -6.4% | -7.2% |
| 6M | +54.2% | -8.5% | +62.7% | +55.5% |
| YTD | -8.6% | +5.9% | -14.6% | -10.2% |
| 1Y | +0.5% | +6.6% | -6.1% | -1.4% |
| 3Y | +135.9% | +302.2% | -166.2% | +87.1% |
| 5Y | -11.9% | +250.8% | -262.7% | -29.7% |
| 10Y | +3,608.8% | +406.1% | +3,202.7% | +2,825.0% |
| All | +8,552.4% | +564.7% | +7,987.7% | +6,056.8% |
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 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