+62.8%
DOCS vs AEIS
+133.2%
-70.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -11.1% | +17.5% | +7.4% |
| 7D | +1.2% | -12.7% | +13.9% | +2.3% |
| 30D | +21.3% | -28.8% | +50.1% | +25.1% |
| 3M | +58.4% | -38.0% | +96.4% | +65.4% |
| 6M | +39.3% | -45.3% | +84.6% | +46.9% |
| YTD | -21.7% | +1.1% | -22.8% | -33.8% |
| 1Y | -47.3% | +8.6% | -56.0% | -57.0% |
| All | +62.8% | +133.2% | -70.4% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling