+95.3%
DOCU vs AEIS
+223.2%
-127.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.1% | -7.8% | -3.4% |
| 7D | -5.5% | -11.3% | +5.7% | -3.1% |
| 30D | +12.6% | -32.6% | +45.2% | +24.0% |
| 3M | +36.4% | -39.2% | +75.6% | +52.4% |
| 6M | +66.8% | -45.4% | +112.2% | +85.2% |
| YTD | +13.5% | -5.8% | +19.3% | -2.5% |
| 1Y | +11.3% | -10.0% | +21.3% | -2.9% |
| 3Y | +92.1% | +121.2% | -29.1% | +8.1% |
| 5Y | -71.0% | +110.6% | -181.6% | -83.3% |
| All | +95.3% | +223.2% | -127.9% | -6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling