+80.3%
AEIS vs SHAK
-34.9%
+115.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.2% | +1.8% | +4.4% |
| 7D | +2.3% | -8.3% | +10.5% | +3.5% |
| 30D | -14.8% | -12.6% | -2.2% | -13.1% |
| 3M | -15.6% | +9.1% | -24.7% | -17.4% |
| 6M | -8.7% | -31.2% | +22.5% | -2.7% |
| YTD | +37.3% | -21.6% | +58.9% | +40.5% |
| 1Y | +80.3% | -38.8% | +119.1% | +96.4% |
| All | +80.3% | -34.9% | +115.2% | +96.4% |
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