-76.5%
DOCU vs AEIS
+219.5%
-296.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +2.9% |
| 7D | +6.9% | +3.0% | +3.9% | +5.9% |
| 30D | +19.0% | -14.6% | +33.6% | +24.2% |
| 3M | +34.3% | -12.4% | +46.7% | +33.4% |
| 6M | +48.0% | -15.0% | +63.0% | +42.1% |
| YTD | 0.0% | +34.3% | -34.3% | -26.8% |
| 1Y | -10.3% | +87.4% | -97.6% | -47.6% |
| 3Y | +32.4% | +139.8% | -107.4% | -39.6% |
| All | -76.5% | +219.5% | -296.0% | -92.1% |
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