+167.6%
AEP vs DOC
-2.1%
+169.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.5% |
| 7D | +1.8% | -1.5% | +3.3% | +2.3% |
| 30D | -0.8% | -4.8% | +4.0% | +0.8% |
| 3M | -1.8% | +6.9% | -8.7% | -4.3% |
| 6M | -5.4% | +20.7% | -26.1% | -12.5% |
| YTD | +10.4% | +34.1% | -23.7% | -2.1% |
| 1Y | +18.2% | +22.6% | -4.5% | +7.9% |
| 3Y | +79.0% | +20.8% | +58.1% | +61.4% |
| 5Y | +64.8% | -24.9% | +89.7% | +76.5% |
| All | +167.6% | -2.1% | +169.6% | +158.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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