+103.3%
DOCU vs AEIS
+260.4%
-157.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.7% | +1.9% |
| 7D | +4.1% | +11.5% | -7.4% | +0.7% |
| 30D | +7.4% | -15.8% | +23.1% | +10.9% |
| 3M | +26.0% | -33.3% | +59.3% | +37.3% |
| 6M | +79.2% | -35.2% | +114.4% | +88.5% |
| YTD | +18.1% | +5.0% | +13.0% | -1.8% |
| 1Y | +20.5% | +8.5% | +12.0% | -1.4% |
| 3Y | +96.4% | +152.9% | -56.5% | +5.9% |
| 5Y | -69.5% | +144.6% | -214.1% | -83.2% |
| All | +103.3% | +260.4% | -157.1% | -5.5% |
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