+93.1%
ACN vs SHAK
+87.2%
+5.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.2% | +0.2% | +2.8% |
| 7D | -1.5% | -8.3% | +6.8% | +0.1% |
| 30D | +2.1% | -12.6% | +14.7% | +4.7% |
| 3M | +11.1% | +9.1% | +2.0% | +8.9% |
| 6M | -6.8% | -31.2% | +24.4% | -2.2% |
| YTD | -30.0% | -21.6% | -8.5% | -28.5% |
| 1Y | -23.1% | -38.8% | +15.7% | -17.8% |
| 3Y | -40.4% | +0.6% | -41.0% | -44.9% |
| 5Y | -41.6% | -22.5% | -19.0% | -45.8% |
| All | +93.1% | +87.2% | +5.9% | +33.8% |
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 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