+84.4%
AEP vs DOC
-22.8%
+107.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -1.4% |
| 7D | +0.8% | +8.7% | -7.9% | -1.8% |
| 30D | +7.9% | +7.6% | +0.3% | +5.4% |
| 3M | +1.5% | -5.3% | +6.7% | +3.0% |
| 6M | -2.6% | +27.6% | -30.2% | -10.7% |
| YTD | +14.7% | +32.4% | -17.8% | +3.1% |
| 1Y | +10.8% | +22.9% | -12.1% | +2.4% |
| 3Y | +80.6% | +43.1% | +37.5% | +52.6% |
| 5Y | +84.4% | -21.4% | +105.8% | +99.2% |
| All | +84.4% | -22.8% | +107.2% | +99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling