+89.7%
AEP vs DOCS
-19.3%
+109.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +1.1% |
| 7D | +0.7% | -4.2% | +4.9% | +0.7% |
| 30D | +4.8% | +8.6% | -3.8% | +4.8% |
| 3M | +5.4% | +27.2% | -21.9% | +5.3% |
| 6M | +0.4% | +26.5% | -26.1% | +0.3% |
| YTD | +15.5% | -25.0% | +40.5% | +15.9% |
| 1Y | +8.5% | -37.0% | +45.5% | +9.0% |
| 3Y | +84.6% | +39.4% | +45.2% | +81.6% |
| 5Y | +86.9% | -56.7% | +143.6% | +83.3% |
| All | +89.7% | -19.3% | +109.0% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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