+67.6%
AEP vs DOCU
-78.0%
+145.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.2% |
| 7D | +1.8% | +6.9% | -5.1% | +1.8% |
| 30D | -0.8% | +19.0% | -19.8% | -0.9% |
| 3M | -1.8% | +34.3% | -36.1% | -1.9% |
| 6M | -5.4% | +48.0% | -53.4% | -5.6% |
| YTD | +10.4% | 0.0% | +10.4% | +10.7% |
| 1Y | +18.2% | -10.3% | +28.4% | +18.6% |
| 3Y | +79.0% | +32.4% | +46.6% | +76.1% |
| All | +67.6% | -78.0% | +145.6% | +52.5% |
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