+8,552.4%
SHOP vs AIG
+84.7%
+8,467.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | -1.2% | +6.6% | -7.8% | -3.5% |
| 30D | -14.7% | +7.0% | -21.7% | -16.9% |
| 3M | -7.2% | +9.7% | -16.9% | -10.3% |
| 6M | +54.2% | +10.8% | +43.4% | +48.2% |
| YTD | -8.6% | -1.3% | -7.3% | -8.9% |
| 1Y | +0.5% | +8.4% | -7.8% | -3.3% |
| 3Y | +135.9% | +39.0% | +96.9% | +107.5% |
| 5Y | -11.9% | +59.6% | -71.5% | -25.8% |
| 10Y | +3,608.8% | +68.4% | +3,540.4% | +2,857.4% |
| All | +8,552.4% | +84.7% | +8,467.7% | +6,546.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling