+64.2%
AIG vs SHAK
+87.2%
-23.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.3% |
| 7D | -1.2% | -8.3% | +7.1% | +0.6% |
| 30D | -1.1% | -12.6% | +11.6% | +1.6% |
| 3M | +0.7% | +9.1% | -8.4% | -1.9% |
| 6M | -2.2% | -31.2% | +29.1% | +3.3% |
| YTD | -10.8% | -21.6% | +10.7% | -9.3% |
| 1Y | -2.0% | -38.8% | +36.8% | +5.0% |
| 3Y | +34.8% | +0.6% | +34.2% | +19.0% |
| 5Y | +55.0% | -22.5% | +77.6% | +37.5% |
| All | +64.2% | +87.2% | -23.0% | -0.7% |
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