+9.1%
AEP vs DOCS
-49.1%
+58.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.3% |
| 7D | -2.8% | -0.8% | -2.1% | -2.8% |
| 30D | +3.6% | +17.4% | -13.8% | +4.4% |
| 3M | +1.8% | +57.4% | -55.6% | +4.1% |
| 6M | -3.1% | +26.5% | -29.7% | -1.9% |
| YTD | +12.2% | -26.6% | +38.8% | +8.7% |
| 1Y | +9.1% | -48.1% | +57.2% | +3.0% |
| All | +9.1% | -49.1% | +58.3% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling