+80.5%
AEP vs DOCS
-51.8%
+132.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.2% |
| 7D | -2.8% | -0.8% | -2.1% | -2.8% |
| 30D | +3.6% | +17.4% | -13.8% | +3.6% |
| 3M | +1.8% | +57.4% | -55.6% | +1.7% |
| 6M | -3.1% | +26.5% | -29.7% | -3.1% |
| YTD | +12.2% | -26.6% | +38.8% | +12.7% |
| 1Y | +9.1% | -48.1% | +57.2% | +9.9% |
| 3Y | +77.9% | +52.6% | +25.3% | +73.9% |
| All | +80.5% | -51.8% | +132.4% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling