+137.4%
AEP vs DOCU
+80.0%
+57.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.0% |
| 6M | -5.4% | +48.0% | -53.4% | -5.6% |
| YTD | +10.4% | 0.0% | +10.4% | +10.6% |
| 1Y | +18.2% | -10.3% | +28.4% | +18.4% |
| 3Y | +79.0% | +32.4% | +46.6% | +77.0% |
| 5Y | +64.8% | -77.9% | +142.8% | +62.7% |
| All | +137.4% | +80.0% | +57.4% | +125.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling