+8,434.7%
SHOP vs AIG
+68.7%
+8,366.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -5.1% | -0.9% | -4.2% | -4.8% |
| 30D | +0.6% | -4.9% | +5.5% | +2.4% |
| 3M | +25.0% | +4.5% | +20.6% | +23.0% |
| 6M | +11.9% | -1.4% | +13.4% | +12.3% |
| YTD | -9.9% | -9.8% | -0.1% | -7.1% |
| 1Y | 0.0% | -4.5% | +4.5% | +0.4% |
| 3Y | +117.5% | +37.4% | +80.0% | +92.8% |
| 5Y | -6.6% | +55.0% | -61.6% | -20.0% |
| 10Y | +3,320.3% | +63.7% | +3,256.7% | +2,587.5% |
| All | +8,434.7% | +68.7% | +8,366.0% | +6,679.3% |
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