-64.8%
AAL vs SHAK
+87.2%
-152.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -1.9% | -0.1% |
| 7D | -0.9% | -8.3% | +7.4% | +2.5% |
| 30D | -12.9% | -12.6% | -0.2% | -8.1% |
| 3M | -11.2% | +9.1% | -20.3% | -15.4% |
| 6M | +17.8% | -31.2% | +49.1% | +31.3% |
| YTD | -15.1% | -21.6% | +6.5% | -10.9% |
| 1Y | +0.5% | -38.8% | +39.2% | +16.4% |
| 3Y | -7.7% | +0.6% | -8.3% | -20.2% |
| 5Y | -31.3% | -22.5% | -8.8% | -37.7% |
| All | -64.8% | +87.2% | -152.0% | -78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling