+78.4%
AEP vs DOCU
-71.9%
+150.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.9% |
| 7D | -2.0% | -3.2% | +1.2% | -2.0% |
| 30D | +4.2% | +15.7% | -11.5% | +4.2% |
| 3M | +1.0% | +37.3% | -36.3% | +0.9% |
| 6M | -6.1% | +63.1% | -69.2% | -6.3% |
| YTD | +12.5% | +15.4% | -2.9% | +12.7% |
| 1Y | +9.1% | +11.3% | -2.2% | +9.4% |
| 3Y | +77.2% | +92.1% | -14.9% | +72.9% |
| 5Y | +78.4% | -70.5% | +148.9% | +69.4% |
| All | +78.4% | -71.9% | +150.3% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling