+200.1%
AEP vs SHAK
+34.1%
+166.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | -0.3% |
| 7D | +0.9% | -7.2% | +8.1% | +1.2% |
| 30D | +1.5% | -11.8% | +13.3% | +2.1% |
| 3M | -1.7% | +17.2% | -18.8% | -2.6% |
| 6M | -4.0% | -34.1% | +30.1% | -2.5% |
| YTD | +10.6% | -22.4% | +33.0% | +11.2% |
| 1Y | +18.6% | -35.9% | +54.5% | +20.3% |
| 3Y | +78.7% | -3.4% | +82.1% | +73.9% |
| 5Y | +65.1% | -25.4% | +90.5% | +60.4% |
| 10Y | +177.7% | +83.4% | +94.3% | +149.8% |
| All | +200.1% | +34.1% | +166.1% | +163.3% |
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 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