+1,375.6%
AEP vs DECK
+7,820.9%
-6,445.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.7% | -0.2% |
| 7D | +1.8% | -2.2% | +4.0% | +1.9% |
| 30D | -0.8% | -13.6% | +12.8% | -0.3% |
| 3M | -1.8% | -21.2% | +19.4% | -1.0% |
| 6M | -5.4% | -21.1% | +15.7% | -4.6% |
| YTD | +10.4% | -17.2% | +27.7% | +11.0% |
| 1Y | +18.2% | -30.7% | +48.9% | +19.4% |
| 3Y | +79.0% | -3.4% | +82.3% | +76.5% |
| 5Y | +64.8% | +25.5% | +39.3% | +59.7% |
| 10Y | +170.8% | +714.7% | -543.8% | +140.3% |
| All | +1,375.6% | +7,820.9% | -6,445.3% | +1,022.6% |
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