-11.2%
SHOP vs AAL
+0.5%
-11.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.3% |
| 7D | -11.2% | -0.9% | -10.3% | -10.9% |
| 30D | -14.4% | -12.9% | -1.5% | -10.2% |
| 3M | +16.6% | -11.2% | +27.8% | +20.9% |
| 6M | -0.6% | +17.8% | -18.4% | -7.6% |
| YTD | -20.0% | -15.1% | -4.9% | -16.7% |
| 1Y | -11.2% | +0.5% | -11.7% | -12.2% |
| All | -11.2% | +0.5% | -11.7% | -12.2% |
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