-8.7%
DECK vs AEIS
-46.4%
+37.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -11.1% | +17.1% | +5.2% |
| 7D | +10.4% | -12.7% | +23.1% | +9.5% |
| 30D | +11.1% | -28.8% | +39.9% | +9.2% |
| 3M | -10.8% | -38.0% | +27.2% | -12.8% |
| 6M | -8.7% | -45.3% | +36.6% | -7.4% |
| All | -8.7% | -46.4% | +37.7% | -7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling