+0.2%
SHOP vs AAL
-34.7%
+34.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -2.5% | +3.4% | -5.9% | -4.2% |
| 30D | -16.7% | +11.7% | -28.4% | -21.6% |
| 3M | -2.2% | -7.8% | +5.6% | +1.8% |
| 6M | +45.6% | +10.2% | +35.3% | +35.2% |
| YTD | -7.3% | -8.0% | +0.7% | -6.9% |
| 1Y | -6.1% | +8.5% | -14.6% | -14.4% |
| 3Y | +143.3% | +19.5% | +123.8% | +79.8% |
| 5Y | +0.2% | -33.9% | +34.0% | -8.4% |
| All | +0.2% | -34.7% | +34.9% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling