-31.1%
DOCN vs AEIS
+98.8%
-129.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -12.2% | -3.6% | -7.3% |
| 7D | -29.3% | -22.6% | -6.7% | -15.5% |
| 30D | -46.0% | -38.7% | -7.4% | -23.9% |
| 3M | -43.2% | -43.6% | +0.4% | -16.3% |
| 6M | -53.7% | -46.2% | -7.5% | -31.8% |
| YTD | +46.9% | -11.2% | +58.2% | +30.0% |
| 1Y | +54.3% | -17.7% | +72.0% | +45.0% |
| 3Y | +185.5% | +104.1% | +81.5% | +7.1% |
| 5Y | -31.1% | +98.5% | -129.6% | -76.5% |
| All | -31.1% | +98.8% | -129.9% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling