+141.3%
AEP vs DOCU
+104.2%
+37.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.2% |
| 7D | -2.8% | -5.5% | +2.7% | -2.8% |
| 30D | +3.6% | +12.6% | -9.0% | +3.6% |
| 3M | +1.8% | +36.4% | -34.6% | +1.6% |
| 6M | -3.1% | +66.8% | -69.9% | -3.4% |
| YTD | +12.2% | +13.5% | -1.2% | +12.4% |
| 1Y | +9.1% | +11.3% | -2.2% | +9.3% |
| 3Y | +77.9% | +92.1% | -14.2% | +75.1% |
| 5Y | +78.1% | -71.0% | +149.1% | +75.6% |
| All | +141.3% | +104.2% | +37.0% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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