+67.6%
AEP vs DOCN
+54.1%
+13.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.2% |
| 7D | +1.8% | +1.1% | +0.7% | +1.8% |
| 30D | -0.8% | -9.6% | +8.8% | -0.7% |
| 3M | -1.8% | -37.7% | +35.9% | -1.5% |
| 6M | -5.4% | +115.2% | -120.6% | -6.8% |
| YTD | +10.4% | +133.7% | -123.3% | +8.6% |
| 1Y | +18.2% | +250.2% | -232.0% | +15.3% |
| 3Y | +79.0% | +320.3% | -241.3% | +71.5% |
| All | +67.6% | +54.1% | +13.5% | +58.9% |
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