+8,434.7%
SHOP vs AFL
+375.1%
+8,059.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.1% |
| 7D | -5.1% | +0.6% | -5.7% | -5.3% |
| 30D | +0.6% | -6.2% | +6.8% | +3.1% |
| 3M | +25.0% | +2.2% | +22.9% | +23.6% |
| 6M | +11.9% | +5.3% | +6.6% | +8.9% |
| YTD | -9.9% | +8.0% | -17.8% | -13.4% |
| 1Y | 0.0% | +10.2% | -10.3% | -5.3% |
| 3Y | +117.5% | +67.1% | +50.4% | +73.0% |
| 5Y | -6.6% | +135.6% | -142.2% | -35.0% |
| 10Y | +3,320.3% | +299.4% | +3,021.0% | +1,801.7% |
| All | +8,434.7% | +375.1% | +8,059.7% | +3,247.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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