+1,431.8%
AEP vs DECK
+8,125.5%
-6,693.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.0% | -6.4% | -0.7% |
| 7D | +0.8% | +10.4% | -9.6% | +0.4% |
| 30D | +7.9% | +11.1% | -3.2% | +7.5% |
| 3M | +1.5% | -10.8% | +12.2% | +1.9% |
| 6M | -2.6% | -8.7% | +6.2% | -2.4% |
| YTD | +14.7% | -14.0% | +28.7% | +15.0% |
| 1Y | +10.8% | +12.0% | -1.3% | +9.9% |
| 3Y | +80.6% | -10.5% | +91.1% | +78.8% |
| 5Y | +84.4% | +28.5% | +55.9% | +78.5% |
| 10Y | +194.0% | +923.3% | -729.3% | +158.6% |
| All | +1,431.8% | +8,125.5% | -6,693.8% | +1,063.2% |
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