+53.4%
ALLE vs SHAK
-12.1%
+65.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.5% |
| 7D | +3.6% | +4.3% | -0.7% | +2.8% |
| 30D | +25.9% | +9.0% | +16.9% | +24.0% |
| 3M | +15.8% | +1.8% | +13.9% | +15.1% |
| 6M | +48.1% | +17.3% | +30.8% | +43.1% |
| YTD | +22.0% | -7.6% | +29.6% | +20.2% |
| 1Y | +18.0% | -16.9% | +34.9% | +18.4% |
| 3Y | +93.1% | +35.1% | +58.0% | +63.5% |
| All | +53.4% | -12.1% | +65.4% | +35.2% |
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