-1.8%
DECK vs AEIS
+142.1%
-143.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.9% | +1.0% |
| 7D | -2.2% | +3.0% | -5.2% | -2.9% |
| 30D | -13.6% | -14.6% | +1.1% | -10.9% |
| 3M | -21.2% | -12.4% | -8.8% | -21.5% |
| 6M | -21.1% | -15.0% | -6.1% | -21.5% |
| YTD | -17.2% | +34.3% | -51.5% | -30.5% |
| 1Y | -30.7% | +87.4% | -118.1% | -49.9% |
| All | -1.8% | +142.1% | -143.9% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling