+741.1%
DECK vs AEIS
+528.7%
+212.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.9% | +0.7% |
| 7D | -2.2% | +3.0% | -5.2% | -3.2% |
| 30D | -13.6% | -14.6% | +1.1% | -9.5% |
| 3M | -21.2% | -12.4% | -8.8% | -21.4% |
| 6M | -21.1% | -15.0% | -6.1% | -21.4% |
| YTD | -17.2% | +34.3% | -51.5% | -32.2% |
| 1Y | -30.7% | +87.4% | -118.1% | -51.4% |
| 3Y | -3.4% | +139.8% | -143.1% | -41.3% |
| 5Y | +25.5% | +220.7% | -195.2% | -33.9% |
| All | +741.1% | +528.7% | +212.4% | +164.3% |
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