+2,941.1%
SHOP vs AIG
+65.5%
+2,875.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -13.2% | -2.4% | -10.8% | -12.5% |
| 30D | -17.0% | -2.9% | -14.1% | -16.2% |
| 3M | +17.0% | +0.8% | +16.2% | +16.8% |
| 6M | -2.1% | -2.7% | +0.5% | -1.4% |
| YTD | -21.4% | -11.2% | -10.2% | -18.7% |
| 1Y | -11.0% | -1.5% | -9.5% | -11.5% |
| 3Y | +100.9% | +34.4% | +66.6% | +81.7% |
| 5Y | -14.7% | +54.4% | -69.1% | -25.4% |
| All | +2,941.1% | +65.5% | +2,875.6% | +2,146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 10y: compounded portfolio wealth divided by compounded AIG 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…
10y analysis · Full analysis span regression · 6 months rolling