+14.9%
ALLE vs SHAK
-18.1%
+32.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | +0.1% | +8.2% | -8.1% | -0.8% |
| 30D | +25.9% | +13.5% | +12.5% | +24.3% |
| 3M | +14.9% | +6.2% | +8.7% | +13.9% |
| 6M | +42.1% | +8.2% | +33.9% | +39.4% |
| YTD | +20.4% | -6.5% | +26.9% | +17.3% |
| 1Y | +14.9% | -19.2% | +34.0% | +17.1% |
| All | +14.9% | -18.1% | +32.9% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling