+24.6%
DECK vs AEE
+52.8%
-28.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +5.8% | +2.1% | +3.7% | +5.4% |
| 30D | +7.9% | +11.4% | -3.5% | +6.0% |
| 3M | -11.4% | +5.0% | -16.4% | -12.1% |
| 6M | -16.6% | +4.4% | -21.0% | -17.2% |
| YTD | -16.4% | +15.4% | -31.8% | -18.1% |
| 1Y | +8.6% | +13.8% | -5.1% | +6.5% |
| 3Y | -15.1% | +58.0% | -73.1% | -22.0% |
| All | +24.6% | +52.8% | -28.3% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling