+877.2%
DECK vs AEIS
+320.4%
+556.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.1% | -7.3% | -3.2% |
| 7D | +5.8% | -11.3% | +17.0% | +8.7% |
| 30D | +7.9% | -32.6% | +40.5% | +20.7% |
| 3M | -11.4% | -39.2% | +27.8% | +1.2% |
| 6M | -16.6% | -45.4% | +28.8% | -4.8% |
| YTD | -16.4% | -5.8% | -10.5% | -24.8% |
| 1Y | +8.6% | -10.0% | +18.6% | -0.9% |
| 3Y | -15.1% | +121.2% | -136.3% | -49.1% |
| 5Y | +22.9% | +110.6% | -87.8% | -27.0% |
| All | +877.2% | +320.4% | +556.8% | +301.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling