+184.5%
AEP vs DOC
+14.9%
+169.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -2.0% | +6.2% | -8.2% | -4.1% |
| 30D | +4.2% | +6.5% | -2.3% | +1.8% |
| 3M | +1.0% | -6.2% | +7.2% | +3.1% |
| 6M | -6.1% | +25.6% | -31.7% | -14.4% |
| YTD | +12.5% | +32.1% | -19.6% | +0.1% |
| 1Y | +9.1% | +20.3% | -11.2% | +0.6% |
| 3Y | +77.2% | +42.7% | +34.5% | +49.8% |
| 5Y | +78.4% | -22.2% | +100.6% | +88.2% |
| All | +184.5% | +14.9% | +169.6% | +144.8% |
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