-16.9%
ACI vs SHAK
-21.2%
+4.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.8% | -0.3% | +3.5% |
| 7D | +4.5% | +8.3% | -3.8% | +4.5% |
| 30D | +20.9% | +16.7% | +4.2% | +20.7% |
| 3M | +15.2% | +10.0% | +5.3% | +15.2% |
| 6M | -13.3% | -23.8% | +10.5% | -14.4% |
| YTD | -16.2% | -10.3% | -5.9% | -17.7% |
| 1Y | -16.9% | -22.9% | +6.0% | -17.8% |
| All | -16.9% | -21.2% | +4.4% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling