+98.6%
DOCU vs AEIS
+204.6%
-105.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -12.2% | +10.3% | +1.4% |
| 7D | -3.2% | -22.6% | +19.3% | +3.1% |
| 30D | +15.7% | -38.7% | +54.4% | +30.8% |
| 3M | +37.3% | -43.6% | +80.9% | +56.9% |
| 6M | +63.1% | -46.2% | +109.4% | +81.2% |
| YTD | +15.4% | -11.2% | +26.6% | +0.9% |
| 1Y | +11.3% | -17.7% | +29.0% | 0.0% |
| 3Y | +92.1% | +104.1% | -12.0% | +11.0% |
| 5Y | -70.5% | +98.5% | -169.0% | -82.7% |
| All | +98.6% | +204.6% | -105.9% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling