-38.0%
DOCS vs AIG
+87.9%
-125.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.2% |
| 7D | 0.0% | -3.4% | +3.4% | +1.3% |
| 30D | +7.8% | +3.4% | +4.4% | +6.5% |
| 3M | +20.0% | +1.7% | +18.2% | +19.3% |
| 6M | +26.5% | +5.7% | +20.8% | +23.7% |
| YTD | -25.8% | -5.1% | -20.6% | -24.8% |
| 1Y | -39.5% | +6.1% | -45.5% | -41.4% |
| 3Y | +60.3% | +35.5% | +24.9% | +36.3% |
| 5Y | -57.0% | +51.9% | -109.0% | -65.6% |
| All | -38.0% | +87.9% | -125.9% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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