For educational purposes only. Nothing on this site constitutes investment advice. Disclaimers
Alpha Stacking
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For educational purposes only. Nothing on this site constitutes investment advice. Disclaimers
Alpha Stacking
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For educational purposes only. Nothing on this site constitutes investment advice. Disclaimers
Canadian equity income and alternatives paired with AAA CLO income, measured against VGRO.
How to read sleeves and model portfolios →
| Ticker | Weight | Beta | Notes |
|---|---|---|---|
| FINN.NE | 15% | 1.53 | Fidelity Global Innovators ETF, a concentrated global equity sleeve. |
| VFLO | 10% | 0.75 | Large-cap free-cash-flow value tilt. |
| EIT-UN.TO | 15% | 0.63 | Canoe EIT Income Fund, Canadian equity income. |
| PFAE.TO | 20% | 1 | Canadian 130/30 long/short equity with about full-market net exposure. |
| PFLS.TO | 10% | 0.48 | Global long/short equity diversifier. |
| PFMN.TO | 10% | 0.12 | Market-neutral long/short equity. |
| ARB.TO | 10% | 0.05 | Event-driven merger and SPAC arbitrage. |
| BAAA.TO | 10% | 0.05 | AAA CLO floating-rate credit income. |
Weighted portfolio beta (approx.): 0.67
Alpha score: A+
Max DD score: A
Beta score: A
Beta: 0.67
Total: 86.0%
Gross longs: 92.0%
Gross shorts: 26.0%
Gross alpha & alts: 20.0%
FINN.NE: 15%
VFLO: 10%
EIT-UN.TO: 15%
PFAE.TO: 20%
PFLS.TO: 10%
PFMN.TO: 10%
ARB.TO: 10%
BAAA.TO: 10%
Educational model only — not investment advice. Portfolio betas in the holdings table are weighted to the listed names and weights.
FINN.NE: methodology lists TEC.TO as Yahoo proxies for joint history before live listing when calendar overlap allows. In this chart's Yahoo range there was no separate pre-listing window to splice—line shows the fund's reported adjusted closes only.
VFLO: methodology lists COWZ × GARP as Yahoo proxies for joint history before live listing when calendar overlap allows. In this chart's Yahoo range there was no separate pre-listing window to splice—line shows the fund's reported adjusted closes only.
PFAE.TO: methodology lists XSP.TO × PFLS.TO × XIU.TO × SSO as Yahoo proxies for joint history before live listing when calendar overlap allows. In this chart's Yahoo range there was no separate pre-listing window to splice—line shows the fund's reported adjusted closes only.
ARB.TO: methodology lists MRGR as Yahoo proxies for joint history before live listing when calendar overlap allows. In this chart's Yahoo range there was no separate pre-listing window to splice—line shows the fund's reported adjusted closes only.
BAAA.TO: methodology lists JAAA as Yahoo proxies for joint history before live listing when calendar overlap allows. In this chart's Yahoo range there was no separate pre-listing window to splice—line shows the fund's reported adjusted closes only.
BAAA.TO's inception date of 2020-10-19 is limiting the backtest.