-38.7%
DOCS vs AEIS
+84.4%
-123.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.1% | -8.1% | -3.7% |
| 7D | -0.8% | -11.3% | +10.5% | +1.7% |
| 30D | +17.4% | -32.6% | +50.0% | +29.5% |
| 3M | +57.4% | -39.2% | +96.5% | +76.5% |
| 6M | +26.5% | -45.4% | +71.9% | +41.0% |
| YTD | -26.6% | -5.8% | -20.8% | -40.5% |
| 1Y | -48.1% | -10.0% | -38.1% | -57.1% |
| 3Y | +52.6% | +121.2% | -68.5% | -32.2% |
| 5Y | -52.1% | +110.6% | -162.7% | -79.8% |
| All | -38.7% | +84.4% | -123.1% | -75.3% |
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