-71.7%
DOCU vs AEIS
+144.8%
-216.5%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.3% | -11.1% | -2.9% |
| 7D | -4.8% | +1.0% | -5.7% | -5.9% |
| 30D | +9.4% | -24.0% | +33.4% | +16.6% |
| 3M | +29.0% | -32.5% | +61.5% | +40.4% |
| 6M | +62.3% | -38.6% | +100.9% | +74.8% |
| YTD | +13.7% | +4.8% | +8.8% | -13.5% |
| 1Y | +11.5% | +1.3% | +10.2% | -13.9% |
| 3Y | +94.2% | +159.2% | -65.0% | -31.2% |
| 5Y | -71.7% | +140.8% | -212.6% | -90.5% |
| All | -71.7% | +144.8% | -216.5% | -90.5% |
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 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