+89.6%
AEP vs DOCS
-19.0%
+108.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +2.9% | +2.6% | +0.3% | +2.9% |
| 30D | +3.2% | +11.4% | -8.2% | +3.2% |
| 3M | +3.8% | +25.4% | -21.6% | +3.8% |
| 6M | +2.5% | +42.5% | -40.0% | +2.4% |
| YTD | +15.5% | -24.7% | +40.2% | +15.8% |
| 1Y | +9.6% | -32.9% | +42.6% | +10.1% |
| 3Y | +91.2% | +39.6% | +51.5% | +88.0% |
| 5Y | +88.2% | -54.6% | +142.8% | +84.6% |
| All | +89.6% | -19.0% | +108.7% | +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