+283.4%
AEIS vs DOC
+14.9%
+268.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.2% | -12.0% | -12.1% |
| 7D | -22.6% | +6.2% | -28.8% | -24.7% |
| 30D | -38.7% | +6.5% | -45.1% | -40.8% |
| 3M | -43.6% | -6.2% | -37.4% | -42.5% |
| 6M | -46.2% | +25.6% | -71.8% | -52.9% |
| YTD | -11.2% | +32.1% | -43.3% | -24.8% |
| 1Y | -17.7% | +20.3% | -37.9% | -27.0% |
| 3Y | +104.1% | +42.7% | +61.3% | +64.1% |
| 5Y | +98.5% | -22.2% | +120.7% | +110.6% |
| All | +283.4% | +14.9% | +268.5% | +245.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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