-37.1%
DOCS vs AEIS
+105.7%
-142.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +1.5% |
| 7D | +2.6% | +11.5% | -9.0% | -0.7% |
| 30D | +11.4% | -15.8% | +27.2% | +15.2% |
| 3M | +25.4% | -33.3% | +58.7% | +37.1% |
| 6M | +42.5% | -35.2% | +77.7% | +50.1% |
| YTD | -24.7% | +5.0% | -29.7% | -40.9% |
| 1Y | -32.9% | +8.5% | -41.4% | -48.5% |
| 3Y | +39.6% | +152.9% | -113.3% | -41.1% |
| 5Y | -54.6% | +144.6% | -199.3% | -81.5% |
| All | -37.1% | +105.7% | -142.8% | -75.5% |
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