+87.1%
DOCN vs AEIS
+117.3%
-30.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +0.8% |
| 7D | -12.1% | -6.9% | -5.2% | -7.8% |
| 30D | -41.0% | -23.2% | -17.8% | -29.7% |
| 3M | -38.7% | -29.5% | -9.2% | -23.6% |
| 6M | -51.5% | -37.9% | -13.6% | -36.4% |
| YTD | +65.3% | +6.0% | +59.3% | +33.8% |
| 1Y | +53.9% | +1.2% | +52.7% | +28.9% |
| 3Y | +215.6% | +150.0% | +65.6% | +20.4% |
| 5Y | -26.2% | +141.9% | -168.0% | -71.3% |
| All | +87.1% | +117.3% | -30.2% | -27.4% |
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