+8,434.7%
SHOP vs AAL
-71.0%
+8,505.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -0.9% |
| 7D | -5.1% | -3.7% | -1.4% | -4.0% |
| 30D | +0.6% | -20.8% | +21.4% | +7.4% |
| 3M | +25.0% | -1.3% | +26.3% | +25.0% |
| 6M | +11.9% | +5.4% | +6.5% | +8.9% |
| YTD | -9.9% | -14.4% | +4.5% | -7.3% |
| 1Y | 0.0% | +2.1% | -2.1% | -2.5% |
| 3Y | +117.5% | -10.6% | +128.1% | +112.0% |
| 5Y | -6.6% | -32.2% | +25.6% | -4.2% |
| 10Y | +3,320.3% | -62.7% | +3,383.0% | +3,653.3% |
| All | +8,434.7% | -71.0% | +8,505.7% | +9,435.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling