-12.8%
SHOP vs AON
+6.4%
-19.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +3.0% |
| 7D | -11.2% | -6.3% | -4.9% | -6.7% |
| 30D | -14.4% | -14.1% | -0.3% | -4.5% |
| 3M | +16.6% | -9.5% | +26.1% | +25.0% |
| 6M | -0.6% | -4.0% | +3.5% | +1.4% |
| YTD | -20.0% | -13.8% | -6.2% | -12.2% |
| 1Y | -11.2% | -18.3% | +7.1% | +1.0% |
| 3Y | +99.5% | -7.2% | +106.7% | +92.8% |
| All | -12.8% | +6.4% | -19.2% | -37.8% |
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