+67.6%
AEP vs DECK
+25.5%
+42.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.7% | -0.2% |
| 7D | +1.8% | -2.2% | +4.0% | +1.8% |
| 30D | -0.8% | -13.6% | +12.8% | -0.7% |
| 3M | -1.8% | -21.2% | +19.4% | -1.6% |
| 6M | -5.4% | -21.1% | +15.7% | -5.2% |
| YTD | +10.4% | -17.2% | +27.7% | +10.6% |
| 1Y | +18.2% | -30.7% | +48.9% | +18.7% |
| 3Y | +79.0% | -3.4% | +82.3% | +73.5% |
| All | +67.6% | +25.5% | +42.1% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling