+170.5%
AEP vs SHAK
+87.2%
+83.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.3% |
| 7D | -0.9% | -8.3% | +7.3% | -0.5% |
| 30D | -1.1% | -12.6% | +11.6% | -0.3% |
| 3M | -3.3% | +9.1% | -12.4% | -4.0% |
| 6M | -4.6% | -31.2% | +26.6% | -3.1% |
| YTD | +9.4% | -21.6% | +31.0% | +10.0% |
| 1Y | +16.9% | -38.8% | +55.7% | +19.3% |
| 3Y | +76.6% | +0.6% | +76.0% | +70.0% |
| 5Y | +66.2% | -22.5% | +88.7% | +59.7% |
| All | +170.5% | +87.2% | +83.3% | +139.5% |
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