+8,434.7%
SHOP vs AON
+253.4%
+8,181.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.3% |
| 7D | -5.1% | -9.1% | +4.0% | +0.7% |
| 30D | +0.6% | -10.2% | +10.8% | +7.6% |
| 3M | +25.0% | +0.5% | +24.5% | +23.9% |
| 6M | +11.9% | -4.8% | +16.7% | +14.6% |
| YTD | -9.9% | -8.0% | -1.9% | -6.3% |
| 1Y | 0.0% | -13.1% | +13.0% | +7.2% |
| 3Y | +117.5% | -1.3% | +118.8% | +107.1% |
| 5Y | -6.6% | +14.9% | -21.6% | -19.3% |
| 10Y | +3,320.3% | +214.9% | +3,105.4% | +1,310.8% |
| All | +8,434.7% | +253.4% | +8,181.3% | +3,390.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling