-4.9%
SHOP vs AAL
+4.4%
-9.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.3% | +1.0% | +5.1% |
| 7D | -9.0% | +8.3% | -17.4% | -11.4% |
| 30D | -4.4% | +6.2% | -10.7% | -6.5% |
| 3M | +24.1% | -17.7% | +41.8% | +31.4% |
| 6M | +20.0% | +15.4% | +4.6% | +14.0% |
| YTD | -4.9% | -11.1% | +6.2% | -3.7% |
| 1Y | -4.9% | +7.7% | -12.7% | -12.0% |
| All | -4.9% | +4.4% | -9.3% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 1y: compounded portfolio wealth divided by compounded AAL 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…
1y analysis · Full analysis span regression · 6 months rolling