+50.0%
ALLE vs SHAK
+1.3%
+48.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.4% |
| 7D | +2.8% | -0.3% | +3.1% | +2.8% |
| 30D | -7.6% | -5.2% | -2.4% | -7.1% |
| 3M | +22.8% | +27.3% | -4.5% | +19.4% |
| 6M | +4.6% | -27.9% | +32.5% | +7.0% |
| YTD | -1.2% | -17.0% | +15.7% | -1.0% |
| 1Y | -9.1% | -30.9% | +21.8% | -7.0% |
| 3Y | +50.0% | +3.4% | +46.6% | +34.3% |
| All | +50.0% | +1.3% | +48.7% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling