-1.8%
DECK vs AEE
+49.1%
-50.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | -2.2% | +0.3% | -2.6% | -2.2% |
| 30D | -13.6% | -2.3% | -11.3% | -13.5% |
| 3M | -21.2% | +0.2% | -21.5% | -21.1% |
| 6M | -21.1% | -4.7% | -16.3% | -20.9% |
| YTD | -17.2% | +8.1% | -25.3% | -16.9% |
| 1Y | -30.7% | +8.5% | -39.3% | -30.5% |
| All | -1.8% | +49.1% | -50.9% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 3y: compounded portfolio wealth divided by compounded AEE 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…
3y analysis · Full analysis span regression · 6 months rolling