+24.6%
DECK vs AEIS
+109.5%
-85.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.1% | -7.3% | -2.9% |
| 7D | +5.8% | -11.3% | +17.0% | +8.3% |
| 30D | +7.9% | -32.6% | +40.5% | +19.3% |
| 3M | -11.4% | -39.2% | +27.8% | -0.1% |
| 6M | -16.6% | -45.4% | +28.8% | -5.7% |
| YTD | -16.4% | -5.8% | -10.5% | -27.0% |
| 1Y | +8.6% | -10.0% | +18.6% | -3.7% |
| 3Y | -15.1% | +121.2% | -136.3% | -54.7% |
| All | +24.6% | +109.5% | -85.0% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling