+148.0%
AEIS vs DOC
+20.8%
+127.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.1% |
| 7D | +3.0% | -1.5% | +4.4% | +3.5% |
| 30D | -14.6% | -4.8% | -9.9% | -13.1% |
| 3M | -12.4% | +6.9% | -19.3% | -16.0% |
| 6M | -15.0% | +20.7% | -35.7% | -23.1% |
| YTD | +34.3% | +34.1% | +0.1% | +14.1% |
| 1Y | +87.4% | +22.6% | +64.7% | +66.7% |
| All | +148.0% | +20.8% | +127.2% | +106.6% |
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