-51.1%
DOCS vs AEIS
+98.8%
-149.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -12.2% | +7.9% | -0.8% |
| 7D | -1.3% | -22.6% | +21.2% | +5.4% |
| 30D | +19.4% | -38.7% | +58.1% | +36.1% |
| 3M | +53.4% | -43.6% | +97.0% | +77.1% |
| 6M | +28.8% | -46.2% | +75.0% | +43.8% |
| YTD | -25.1% | -11.2% | -13.8% | -39.3% |
| 1Y | -48.1% | -17.7% | -30.5% | -56.4% |
| 3Y | +51.4% | +104.1% | -52.7% | -36.4% |
| 5Y | -51.1% | +98.5% | -149.6% | -81.8% |
| All | -51.1% | +98.8% | -149.9% | -81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling