+356.7%
AEM vs DECK
+885.7%
-529.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.1% |
| 7D | +7.5% | +6.0% | +1.5% | +7.2% |
| 30D | +1.6% | +7.4% | -5.8% | +1.3% |
| 3M | +14.5% | -11.7% | +26.2% | +15.1% |
| 6M | +6.6% | -11.0% | +17.6% | +7.0% |
| YTD | +12.2% | -15.4% | +27.6% | +12.8% |
| 1Y | +19.4% | +7.2% | +12.2% | +18.5% |
| 3Y | +302.1% | -11.8% | +313.9% | +297.6% |
| 5Y | +295.7% | +24.3% | +271.4% | +281.1% |
| All | +356.7% | +885.7% | -529.0% | +371.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling