+8.9%
DOCS vs AEIS
+142.1%
-133.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.2% | -3.1% |
| 7D | -1.4% | +3.0% | -4.4% | -1.8% |
| 30D | +21.8% | -14.6% | +36.5% | +24.1% |
| 3M | +27.3% | -12.4% | +39.7% | +27.0% |
| 6M | -0.3% | -15.0% | +14.6% | -2.5% |
| YTD | -40.5% | +34.3% | -74.8% | -51.0% |
| 1Y | -61.5% | +87.4% | -148.9% | -72.7% |
| All | +8.9% | +142.1% | -133.2% | -39.9% |
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