+133.7%
AFL vs SHAK
-22.8%
+156.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.4% |
| 7D | -1.6% | -8.3% | +6.6% | -0.9% |
| 30D | -4.0% | -12.6% | +8.6% | -3.0% |
| 3M | -0.5% | +9.1% | -9.6% | -1.6% |
| 6M | +6.5% | -31.2% | +37.8% | +9.0% |
| YTD | +6.2% | -21.6% | +27.8% | +7.0% |
| 1Y | +8.3% | -38.8% | +47.1% | +11.7% |
| 3Y | +62.5% | +0.6% | +61.9% | +55.2% |
| All | +133.7% | -22.8% | +156.5% | +123.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling