-10.0%
AEIS vs DOC
+20.9%
-30.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.7% | +5.4% | +6.2% |
| 7D | -11.3% | +6.5% | -17.7% | -10.5% |
| 30D | -32.6% | +9.2% | -41.7% | -31.8% |
| 3M | -39.2% | -2.5% | -36.7% | -38.5% |
| 6M | -45.4% | +7.1% | -52.4% | -45.9% |
| YTD | -5.8% | +33.0% | -38.8% | -9.5% |
| 1Y | -10.0% | +23.3% | -33.3% | -11.9% |
| All | -10.0% | +20.9% | -30.9% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling