+86.5%
AEP vs DOCN
+110.0%
-23.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.6% | -8.5% | +1.0% |
| 7D | +0.7% | +3.7% | -3.0% | +0.7% |
| 30D | +4.8% | -33.7% | +38.5% | +5.0% |
| 3M | +5.4% | -27.9% | +33.2% | +5.4% |
| 6M | +0.4% | -46.4% | +46.8% | +0.6% |
| YTD | +15.5% | +81.1% | -65.6% | +14.1% |
| 1Y | +8.5% | +74.3% | -65.8% | +7.2% |
| 3Y | +84.6% | +245.8% | -161.2% | +78.6% |
| 5Y | +86.9% | -23.7% | +110.6% | +75.9% |
| All | +86.5% | +110.0% | -23.5% | +81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling