-72.2%
AAL vs SHAK
+43.4%
-115.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -0.7% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | -19.0% | -5.2% | -13.8% | -17.6% |
| 3M | -5.1% | +27.3% | -32.3% | -13.4% |
| 6M | +15.5% | -27.9% | +43.3% | +24.8% |
| YTD | -15.8% | -17.0% | +1.2% | -13.6% |
| 1Y | -0.3% | -30.9% | +30.6% | +8.4% |
| 3Y | -7.7% | +3.4% | -11.0% | -17.3% |
| 5Y | -32.5% | -20.5% | -12.0% | -37.0% |
| 10Y | -66.0% | +88.3% | -154.2% | -74.8% |
| All | -72.2% | +43.4% | -115.6% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling