+21.3%
AEM vs DOC
+20.9%
+0.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | +15.8% | +6.5% | +9.4% | +13.8% |
| 30D | +6.2% | +9.2% | -3.0% | +3.5% |
| 3M | +14.3% | -2.5% | +16.8% | +15.4% |
| 6M | +1.4% | +7.1% | -5.7% | -1.5% |
| YTD | +13.7% | +33.0% | -19.3% | +1.4% |
| 1Y | +21.3% | +23.3% | -1.9% | +11.3% |
| All | +21.3% | +20.9% | +0.4% | +11.3% |
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