+273.1%
ACGL vs SHAK
+81.5%
+191.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.4% |
| 7D | -3.6% | -11.0% | +7.3% | -1.9% |
| 30D | -2.1% | -14.0% | +11.9% | +0.2% |
| 3M | +5.4% | +13.3% | -7.9% | +2.7% |
| 6M | 0.0% | -35.3% | +35.3% | +5.3% |
| YTD | +0.3% | -24.0% | +24.3% | +2.1% |
| 1Y | +6.2% | -36.7% | +42.9% | +11.2% |
| 3Y | +30.9% | -5.4% | +36.3% | +20.7% |
| 5Y | +159.8% | -24.9% | +184.7% | +139.3% |
| All | +273.1% | +81.5% | +191.7% | +157.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling