-50.3%
DOCS vs AEIS
+163.0%
-213.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.2% | -3.5% |
| 7D | -1.4% | +3.0% | -4.4% | -2.3% |
| 30D | +21.8% | -14.6% | +36.5% | +27.0% |
| 3M | +27.3% | -12.4% | +39.7% | +26.7% |
| 6M | -0.3% | -15.0% | +14.6% | -3.8% |
| YTD | -40.5% | +34.3% | -74.8% | -55.4% |
| 1Y | -61.5% | +87.4% | -148.9% | -76.5% |
| 3Y | +8.2% | +139.8% | -131.6% | -46.6% |
| 5Y | -73.4% | +220.7% | -294.2% | -89.6% |
| All | -50.3% | +163.0% | -213.3% | -81.5% |
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 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