+137.5%
AEIS vs DOC
+43.5%
+94.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.1% | -14.3% | -12.0% |
| 7D | -12.7% | +8.7% | -21.4% | -14.9% |
| 30D | -28.8% | +7.6% | -36.5% | -30.7% |
| 3M | -38.0% | -5.3% | -32.7% | -37.0% |
| 6M | -45.3% | +27.6% | -72.9% | -51.7% |
| YTD | +1.1% | +32.4% | -31.3% | -13.3% |
| 1Y | +8.6% | +22.9% | -14.2% | -3.1% |
| All | +137.5% | +43.5% | +94.0% | +84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling