+70.5%
DOCN vs AEIS
+93.1%
-22.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.1% | -3.6% | -1.5% |
| 7D | -19.2% | -11.3% | -7.9% | -12.7% |
| 30D | -43.1% | -32.6% | -10.5% | -25.9% |
| 3M | -40.7% | -39.2% | -1.5% | -18.6% |
| 6M | -55.0% | -45.4% | -9.6% | -35.6% |
| YTD | +50.6% | -5.8% | +56.4% | +31.9% |
| 1Y | +54.0% | -10.0% | +63.9% | +39.4% |
| 3Y | +203.9% | +121.2% | +82.7% | +25.6% |
| 5Y | -29.4% | +110.6% | -140.0% | -70.2% |
| All | +70.5% | +93.1% | -22.5% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling