+112.8%
SHOP vs AEP
+80.6%
+32.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.7% | -8.3% | -7.3% |
| 7D | -4.1% | +2.0% | -6.1% | -3.4% |
| 30D | -11.5% | +0.5% | -12.0% | -11.3% |
| 3M | +21.1% | -0.3% | +21.4% | +21.2% |
| 6M | +3.0% | -3.5% | +6.5% | +2.5% |
| YTD | -16.7% | +11.3% | -28.0% | -14.5% |
| 1Y | -8.3% | +20.2% | -28.5% | -4.3% |
| 3Y | +112.8% | +79.8% | +33.1% | +95.1% |
| All | +112.8% | +80.6% | +32.3% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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