+103.3%
AIG vs SHAK
+35.4%
+67.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.2% |
| 7D | -1.2% | -8.3% | +7.1% | +0.4% |
| 30D | -1.1% | -12.6% | +11.6% | +1.4% |
| 3M | +0.7% | +9.1% | -8.4% | -1.6% |
| 6M | -2.2% | -31.2% | +29.1% | +2.7% |
| YTD | -10.8% | -21.6% | +10.7% | -9.4% |
| 1Y | -2.0% | -38.8% | +36.8% | +4.2% |
| 3Y | +34.8% | +0.6% | +34.2% | +22.0% |
| 5Y | +55.0% | -22.5% | +77.6% | +40.7% |
| 10Y | +65.1% | +85.3% | -20.2% | +16.9% |
| All | +103.3% | +35.4% | +67.8% | +48.6% |
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 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