-32.2%
AAL vs SHAK
-27.4%
-4.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.1% |
| 7D | -0.9% | -11.0% | +10.0% | +3.7% |
| 30D | -16.0% | -14.0% | -1.9% | -10.9% |
| 3M | -4.2% | +13.3% | -17.5% | -9.9% |
| 6M | +15.7% | -35.3% | +51.0% | +31.9% |
| YTD | -16.2% | -24.0% | +7.8% | -11.1% |
| 1Y | +0.2% | -36.7% | +36.9% | +14.0% |
| 3Y | -8.1% | -5.4% | -2.7% | -19.9% |
| 5Y | -32.2% | -24.9% | -7.3% | -40.6% |
| All | -32.2% | -27.4% | -4.8% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling