+280.5%
AON vs SHAK
+31.3%
+249.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.2% |
| 7D | -5.9% | -11.0% | +5.1% | -4.7% |
| 30D | -13.7% | -14.0% | +0.4% | -12.3% |
| 3M | -8.3% | +13.3% | -21.5% | -9.7% |
| 6M | -3.6% | -35.3% | +31.7% | -0.3% |
| YTD | -12.4% | -24.0% | +11.6% | -11.1% |
| 1Y | -14.6% | -36.7% | +22.1% | -11.8% |
| 3Y | -5.7% | -5.4% | -0.3% | -9.8% |
| 5Y | +9.1% | -24.9% | +34.0% | +4.0% |
| 10Y | +208.7% | +79.6% | +129.1% | +156.3% |
| All | +280.5% | +31.3% | +249.3% | +226.4% |
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 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