+155.3%
ALLE vs SHAK
+77.6%
+77.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.5% | +3.7% | -1.6% |
| 7D | -2.2% | -7.2% | +5.0% | -0.9% |
| 30D | -8.3% | -11.8% | +3.5% | -6.3% |
| 3M | +16.3% | +17.2% | -0.9% | +12.6% |
| 6M | +1.8% | -34.1% | +35.9% | +7.5% |
| YTD | -3.9% | -22.4% | +18.4% | -2.0% |
| 1Y | -10.0% | -35.9% | +25.9% | -5.2% |
| 3Y | +45.8% | -3.4% | +49.2% | +34.5% |
| 5Y | +13.3% | -25.4% | +38.7% | +5.0% |
| 10Y | +155.3% | +83.4% | +71.8% | +72.7% |
| All | +155.3% | +77.6% | +77.6% | +72.7% |
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