-11.2%
SHOP vs AON
+17.1%
-28.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.9% |
| 7D | -1.2% | +1.0% | -2.3% | -2.0% |
| 30D | -14.7% | +23.2% | -37.9% | -27.2% |
| 3M | -7.2% | -5.0% | -2.2% | -4.3% |
| 6M | +54.2% | +9.3% | +44.8% | +42.4% |
| YTD | -8.6% | -3.4% | -5.2% | -8.2% |
| 1Y | +0.5% | -2.9% | +3.4% | +0.2% |
| 3Y | +135.9% | +3.6% | +132.3% | +107.9% |
| All | -11.2% | +17.1% | -28.3% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling