+164.9%
AEIS vs SHAK
-5.6%
+170.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.6% |
| 7D | -0.2% | -11.0% | +10.8% | +3.0% |
| 30D | -16.4% | -14.0% | -2.4% | -13.0% |
| 3M | -11.1% | +13.3% | -24.4% | -15.5% |
| 6M | -12.0% | -35.3% | +23.3% | -2.9% |
| YTD | +30.9% | -24.0% | +54.9% | +36.0% |
| 1Y | +74.3% | -36.7% | +111.0% | +91.9% |
| All | +164.9% | -5.6% | +170.5% | +135.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling