+230.9%
AEE vs SHAK
+31.3%
+199.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.1% |
| 7D | -0.7% | -11.0% | +10.3% | +0.1% |
| 30D | -2.0% | -14.0% | +12.1% | -1.0% |
| 3M | -2.8% | +13.3% | -16.1% | -3.8% |
| 6M | -3.6% | -35.3% | +31.7% | -1.5% |
| YTD | +7.3% | -24.0% | +31.3% | +8.2% |
| 1Y | +8.7% | -36.7% | +45.4% | +10.9% |
| 3Y | +46.0% | -5.4% | +51.4% | +41.4% |
| 5Y | +39.8% | -24.9% | +64.7% | +34.9% |
| 10Y | +191.4% | +79.6% | +111.8% | +152.8% |
| All | +230.9% | +31.3% | +199.6% | +181.1% |
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