+135.9%
SHOP vs AON
+3.5%
+132.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.3% |
| 7D | -1.2% | +1.0% | -2.3% | -1.5% |
| 30D | -14.7% | +23.2% | -37.9% | -20.3% |
| 3M | -7.2% | -5.0% | -2.2% | -5.6% |
| 6M | +54.2% | +9.3% | +44.8% | +51.0% |
| YTD | -8.6% | -3.4% | -5.2% | -8.2% |
| 1Y | +0.5% | -2.9% | +3.4% | +0.8% |
| 3Y | +135.9% | +3.6% | +132.3% | +129.9% |
| All | +135.9% | +3.5% | +132.4% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 3y: compounded portfolio wealth divided by compounded AON 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…
3y analysis · Full analysis span regression · 6 months rolling