+1,959.4%
AEM vs DECK
+7,820.9%
-5,861.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.7% | -1.2% |
| 7D | -0.5% | -2.2% | +1.7% | -0.4% |
| 30D | +24.0% | -13.6% | +37.6% | +24.5% |
| 3M | +16.1% | -21.2% | +37.3% | +16.9% |
| 6M | -11.6% | -21.1% | +9.5% | -11.0% |
| YTD | +21.5% | -17.2% | +38.8% | +22.0% |
| 1Y | +39.2% | -30.7% | +69.9% | +40.3% |
| 3Y | +347.4% | -3.4% | +350.8% | +343.3% |
| 5Y | +290.1% | +25.5% | +264.6% | +281.6% |
| 10Y | +357.8% | +714.7% | -356.9% | +319.7% |
| All | +1,959.4% | +7,820.9% | -5,861.5% | +1,716.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling