+98.5%
AEIS vs DOC
-22.1%
+120.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.2% | -12.0% | -12.1% |
| 7D | -22.6% | +6.2% | -28.8% | -24.6% |
| 30D | -38.7% | +6.5% | -45.1% | -40.6% |
| 3M | -43.6% | -6.2% | -37.4% | -42.4% |
| 6M | -46.2% | +25.6% | -71.8% | -53.1% |
| YTD | -11.2% | +32.1% | -43.3% | -25.3% |
| 1Y | -17.7% | +20.3% | -37.9% | -27.2% |
| 3Y | +104.1% | +42.7% | +61.3% | +60.2% |
| 5Y | +98.5% | -22.2% | +120.7% | +120.7% |
| All | +98.5% | -22.1% | +120.6% | +120.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling