-69.2%
AAOX vs SHAK
-28.5%
-40.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.2% | +0.2% | +2.8% |
| 7D | -1.4% | -8.3% | +6.9% | -0.1% |
| 30D | -49.0% | -12.6% | -36.4% | -47.7% |
| 3M | -77.3% | +9.1% | -86.4% | -77.1% |
| All | -69.2% | -28.5% | -40.7% | -55.0% |
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 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 · Available span rolling