-54.2%
DOCS vs AIG
+47.6%
-101.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -0.6% |
| 7D | -0.8% | -5.1% | +4.3% | +1.1% |
| 30D | +17.4% | +2.8% | +14.6% | +16.4% |
| 3M | +57.4% | -2.1% | +59.5% | +58.4% |
| 6M | +26.5% | +1.4% | +25.1% | +25.6% |
| YTD | -26.6% | -7.4% | -19.2% | -25.0% |
| 1Y | -48.1% | +4.4% | -52.5% | -49.5% |
| 3Y | +52.6% | +30.0% | +22.6% | +32.5% |
| All | -54.2% | +47.6% | -101.8% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling