+184.0%
AEP vs DOC
+15.7%
+168.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -2.8% | +6.5% | -9.3% | -5.0% |
| 30D | +3.6% | +9.2% | -5.5% | +0.4% |
| 3M | +1.8% | -2.5% | +4.3% | +2.5% |
| 6M | -3.1% | +7.1% | -10.2% | -5.7% |
| YTD | +12.2% | +33.0% | -20.7% | -0.3% |
| 1Y | +9.1% | +23.3% | -14.1% | -0.3% |
| 3Y | +77.9% | +44.9% | +33.0% | +49.5% |
| 5Y | +78.1% | -21.6% | +99.7% | +87.4% |
| All | +184.0% | +15.7% | +168.3% | +143.8% |
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