+551.6%
AEIS vs SHAK
+87.2%
+464.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.2% | +1.8% | +4.0% |
| 7D | +2.3% | -8.3% | +10.5% | +5.0% |
| 30D | -14.8% | -12.6% | -2.2% | -11.3% |
| 3M | -15.6% | +9.1% | -24.7% | -19.0% |
| 6M | -8.7% | -31.2% | +22.5% | -1.1% |
| YTD | +37.3% | -21.6% | +58.9% | +41.8% |
| 1Y | +80.3% | -38.8% | +119.1% | +100.8% |
| 3Y | +177.9% | +0.6% | +177.3% | +150.4% |
| 5Y | +235.8% | -22.5% | +258.4% | +209.0% |
| All | +551.6% | +87.2% | +464.4% | +290.8% |
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