+230.4%
ALLE vs SHAK
+47.7%
+182.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -0.2% | -0.7% | +0.5% | -0.1% |
| 30D | -6.8% | -6.6% | -0.2% | -5.8% |
| 3M | +21.0% | +30.1% | -9.0% | +15.7% |
| 6M | +1.1% | -28.7% | +29.8% | +4.9% |
| YTD | -0.5% | -14.5% | +14.0% | -0.2% |
| 1Y | -7.3% | -31.9% | +24.6% | -3.7% |
| 3Y | +42.3% | -1.0% | +43.2% | +32.9% |
| 5Y | +13.5% | -18.7% | +32.2% | +5.2% |
| 10Y | +144.0% | +98.1% | +45.9% | +84.3% |
| All | +230.4% | +47.7% | +182.8% | +157.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling