+22.2%
ACI vs SHAK
+28.6%
-6.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -3.1% |
| 7D | -2.6% | -0.3% | -2.2% | -2.6% |
| 30D | +1.1% | -5.2% | +6.3% | +1.3% |
| 3M | -23.6% | +27.3% | -50.9% | -24.5% |
| 6M | -29.9% | -27.9% | -2.1% | -29.4% |
| YTD | -26.9% | -17.0% | -9.9% | -26.8% |
| 1Y | -34.2% | -30.9% | -3.3% | -33.7% |
| 3Y | -43.6% | +3.4% | -47.0% | -45.0% |
| 5Y | -42.4% | -20.5% | -21.9% | -44.5% |
| All | +22.2% | +28.6% | -6.4% | +16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling