-8.7%
DECK vs AEE
+1.9%
-10.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.5% | +3.5% | +5.1% |
| 7D | +10.4% | +4.7% | +5.7% | +8.9% |
| 30D | +11.1% | +13.4% | -2.3% | +7.2% |
| 3M | -10.8% | +4.1% | -14.8% | -11.9% |
| 6M | -8.7% | +2.0% | -10.8% | -7.8% |
| All | -8.7% | +1.9% | -10.6% | -7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling