-7.2%
AON vs SHAK
-2.6%
-4.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.2% | -4.8% | -1.8% |
| 7D | -6.3% | -8.3% | +2.0% | -5.8% |
| 30D | -14.1% | -12.6% | -1.5% | -13.4% |
| 3M | -9.5% | +9.1% | -18.6% | -10.0% |
| 6M | -4.0% | -31.2% | +27.2% | -2.8% |
| YTD | -13.8% | -21.6% | +7.8% | -13.6% |
| 1Y | -18.3% | -38.8% | +20.5% | -16.9% |
| 3Y | -7.2% | +0.6% | -7.8% | -7.4% |
| All | -7.2% | -2.6% | -4.5% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling