+21.6%
ACI vs SHAK
+21.4%
+0.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.2% | +0.1% | +3.1% |
| 7D | -3.7% | -8.3% | +4.5% | -3.4% |
| 30D | +0.6% | -12.6% | +13.2% | +1.1% |
| 3M | -20.3% | +9.1% | -29.4% | -20.7% |
| 6M | -24.7% | -31.2% | +6.6% | -23.9% |
| YTD | -27.2% | -21.6% | -5.6% | -27.0% |
| 1Y | -32.7% | -38.8% | +6.1% | -31.8% |
| 3Y | -43.9% | +0.6% | -44.5% | -45.2% |
| 5Y | -38.9% | -22.5% | -16.3% | -41.1% |
| All | +21.6% | +21.4% | +0.1% | +16.3% |
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