+1,127.8%
AEIS vs SHAK
+43.4%
+1,084.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.9% | +5.7% | +3.5% |
| 7D | +8.1% | -0.3% | +8.5% | +8.2% |
| 30D | -11.1% | -5.2% | -5.9% | -9.9% |
| 3M | -5.6% | +27.3% | -32.9% | -12.5% |
| 6M | -0.6% | -27.9% | +27.2% | +5.2% |
| YTD | +38.0% | -17.0% | +55.0% | +40.0% |
| 1Y | +87.2% | -30.9% | +118.2% | +98.8% |
| 3Y | +179.7% | +3.4% | +176.3% | +157.2% |
| 5Y | +241.7% | -20.5% | +262.2% | +219.7% |
| 10Y | +547.2% | +88.3% | +458.9% | +367.3% |
| All | +1,127.8% | +43.4% | +1,084.4% | +796.8% |
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 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