-8.8%
AAL vs SHAK
-5.6%
-3.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | 0.0% |
| 7D | -0.9% | -11.0% | +10.0% | +2.9% |
| 30D | -16.0% | -14.0% | -1.9% | -11.8% |
| 3M | -4.2% | +13.3% | -17.5% | -9.0% |
| 6M | +15.7% | -35.3% | +51.0% | +29.2% |
| YTD | -16.2% | -24.0% | +7.8% | -11.9% |
| 1Y | +0.2% | -36.7% | +36.9% | +12.0% |
| All | -8.8% | -5.6% | -3.2% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling