+80.5%
AEP vs DOCN
-32.3%
+112.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.2% |
| 7D | -2.8% | -19.2% | +16.3% | -2.7% |
| 30D | +3.6% | -43.1% | +46.7% | +4.1% |
| 3M | +1.8% | -40.7% | +42.5% | +2.2% |
| 6M | -3.1% | -55.0% | +51.9% | -2.6% |
| YTD | +12.2% | +50.6% | -38.4% | +10.3% |
| 1Y | +9.1% | +54.0% | -44.8% | +7.2% |
| 3Y | +77.9% | +203.9% | -126.0% | +69.3% |
| All | +80.5% | -32.3% | +112.8% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling