+15.2%
ALLE vs SHAK
-22.1%
+37.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.2% |
| 7D | +2.8% | -0.3% | +3.1% | +2.8% |
| 30D | -7.6% | -5.2% | -2.4% | -6.9% |
| 3M | +22.8% | +27.3% | -4.5% | +18.0% |
| 6M | +4.6% | -27.9% | +32.5% | +8.1% |
| YTD | -1.2% | -17.0% | +15.7% | -0.7% |
| 1Y | -9.1% | -30.9% | +21.8% | -6.0% |
| 3Y | +50.0% | +3.4% | +46.6% | +35.7% |
| 5Y | +15.2% | -20.5% | +35.7% | +1.4% |
| All | +15.2% | -22.1% | +37.3% | +1.4% |
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