-15.7%
SHOP vs AEP
+64.9%
-80.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.5% |
| 7D | -10.6% | +0.9% | -11.5% | -10.6% |
| 30D | -18.3% | +1.5% | -19.8% | -18.3% |
| 3M | +14.8% | -1.7% | +16.5% | +14.7% |
| 6M | -5.0% | -4.0% | -1.0% | -5.1% |
| YTD | -21.2% | +10.6% | -31.8% | -22.3% |
| 1Y | -11.6% | +18.6% | -30.2% | -13.5% |
| 3Y | +101.2% | +78.7% | +22.5% | +71.2% |
| 5Y | -15.7% | +65.1% | -80.8% | -20.2% |
| All | -15.7% | +64.9% | -80.6% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling