+625.5%
AEM vs SHAK
+35.4%
+590.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.6% |
| 7D | -2.1% | -8.3% | +6.2% | -1.5% |
| 30D | +8.4% | -12.6% | +21.1% | +9.5% |
| 3M | +27.3% | +9.1% | +18.2% | +26.5% |
| 6M | -9.7% | -31.2% | +21.6% | -7.8% |
| YTD | +19.0% | -21.6% | +40.5% | +20.3% |
| 1Y | +31.5% | -38.8% | +70.3% | +34.9% |
| 3Y | +338.7% | +0.6% | +338.1% | +329.7% |
| 5Y | +307.4% | -22.5% | +330.0% | +297.0% |
| 10Y | +370.9% | +85.3% | +285.6% | +341.9% |
| All | +625.5% | +35.4% | +590.1% | +608.0% |
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