+355.1%
AEM vs SHAK
+87.2%
+267.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.6% |
| 7D | -2.1% | -8.3% | +6.2% | -1.4% |
| 30D | +8.4% | -12.6% | +21.1% | +9.8% |
| 3M | +27.3% | +9.1% | +18.2% | +26.3% |
| 6M | -9.7% | -31.2% | +21.6% | -7.2% |
| YTD | +19.0% | -21.6% | +40.5% | +20.7% |
| 1Y | +31.5% | -38.8% | +70.3% | +35.9% |
| 3Y | +338.7% | +0.6% | +338.1% | +325.3% |
| 5Y | +307.4% | -22.5% | +330.0% | +292.7% |
| All | +355.1% | +87.2% | +267.9% | +332.3% |
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