+295.7%
AEM vs DOCS
-54.0%
+349.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.3% | +7.4% | +3.3% |
| 7D | +7.5% | -1.3% | +8.8% | +7.6% |
| 30D | +1.6% | +19.4% | -17.8% | +0.7% |
| 3M | +14.5% | +53.4% | -38.9% | +11.5% |
| 6M | +6.6% | +28.8% | -22.1% | +4.5% |
| YTD | +12.2% | -25.1% | +37.3% | +13.1% |
| 1Y | +19.4% | -48.1% | +67.6% | +22.7% |
| 3Y | +302.1% | +51.4% | +250.7% | +272.5% |
| 5Y | +295.7% | -51.1% | +346.8% | +265.7% |
| All | +295.7% | -54.0% | +349.7% | +265.7% |
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