+67.6%
AEP vs DOCS
-73.4%
+141.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | -0.2% |
| 7D | +1.8% | -1.4% | +3.2% | +1.8% |
| 30D | -0.8% | +21.8% | -22.6% | -0.9% |
| 3M | -1.8% | +27.3% | -29.1% | -1.9% |
| 6M | -5.4% | -0.3% | -5.0% | -5.3% |
| YTD | +10.4% | -40.5% | +50.9% | +10.9% |
| 1Y | +18.2% | -61.5% | +79.7% | +19.2% |
| 3Y | +79.0% | +8.2% | +70.8% | +75.4% |
| All | +67.6% | -73.4% | +141.0% | +62.4% |
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 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