+7.7%
AAL vs SHAK
-21.2%
+29.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.8% | +2.5% | +5.4% |
| 7D | +8.3% | +8.3% | 0.0% | +6.3% |
| 30D | +6.2% | +16.7% | -10.5% | +2.3% |
| 3M | -17.7% | +10.0% | -27.7% | -20.0% |
| 6M | +15.4% | -23.8% | +39.2% | +19.4% |
| YTD | -11.1% | -10.3% | -0.8% | -11.1% |
| 1Y | +7.7% | -22.9% | +30.6% | +19.3% |
| All | +7.7% | -21.2% | +29.0% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1y: compounded portfolio wealth divided by compounded SHAK 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…
1y analysis · Full analysis span regression · 6 months rolling