+78.4%
AEP vs DOCN
-34.6%
+113.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -15.9% | +13.9% | -1.8% |
| 7D | -2.0% | -29.3% | +27.3% | -1.7% |
| 30D | +4.2% | -46.0% | +50.2% | +4.7% |
| 3M | +1.0% | -43.2% | +44.2% | +1.4% |
| 6M | -6.1% | -53.7% | +47.6% | -5.7% |
| YTD | +12.5% | +46.9% | -34.5% | +10.7% |
| 1Y | +9.1% | +54.3% | -45.2% | +7.3% |
| 3Y | +77.2% | +185.5% | -108.4% | +69.2% |
| 5Y | +78.4% | -31.1% | +109.5% | +66.9% |
| All | +78.4% | -34.6% | +113.0% | +66.9% |
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