+10.8%
AEP vs DOCN
+110.0%
-99.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.2% | +6.7% | -0.6% |
| 7D | +0.8% | -20.0% | +20.8% | +0.4% |
| 30D | +7.9% | -38.8% | +46.7% | +7.2% |
| 3M | +1.5% | -34.8% | +36.3% | +0.9% |
| 6M | -2.6% | -22.8% | +20.2% | -3.4% |
| YTD | +14.7% | +74.6% | -60.0% | +15.3% |
| 1Y | +10.8% | +116.4% | -105.7% | +10.8% |
| All | +10.8% | +110.0% | -99.3% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 1y: compounded portfolio wealth divided by compounded DOCN 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…
1y analysis · Full analysis span regression · 6 months rolling