+48.0%
DOCU vs AEIS
-13.7%
+61.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +4.2% |
| 7D | +6.9% | +3.0% | +3.9% | +7.5% |
| 30D | +19.0% | -14.6% | +33.6% | +15.1% |
| 3M | +34.3% | -12.4% | +46.7% | +33.3% |
| 6M | +48.0% | -15.0% | +63.0% | +48.7% |
| All | +48.0% | -13.7% | +61.7% | +48.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling