+301.0%
AEM vs DOCS
-51.8%
+352.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.4% |
| 7D | +15.8% | -0.8% | +16.6% | +15.9% |
| 30D | +6.2% | +17.4% | -11.2% | +5.3% |
| 3M | +14.3% | +57.4% | -43.0% | +11.2% |
| 6M | +1.4% | +26.5% | -25.1% | -0.5% |
| YTD | +13.7% | -26.6% | +40.3% | +14.7% |
| 1Y | +21.3% | -48.1% | +69.4% | +24.6% |
| 3Y | +309.9% | +52.6% | +257.3% | +279.3% |
| All | +301.0% | -51.8% | +352.8% | +272.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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