+87.4%
AEIS vs SHAK
-34.0%
+121.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +3.0% | -0.7% | +3.7% | +3.1% |
| 30D | -14.6% | -6.6% | -8.0% | -13.8% |
| 3M | -12.4% | +30.1% | -42.5% | -16.8% |
| 6M | -15.0% | -28.7% | +13.8% | -9.3% |
| YTD | +34.3% | -14.5% | +48.8% | +36.1% |
| 1Y | +87.4% | -31.9% | +119.2% | +100.7% |
| All | +87.4% | -34.0% | +121.4% | +100.7% |
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