+146.4%
AEP vs DOCU
+111.8%
+34.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +0.8% | -3.7% | +4.5% | +0.8% |
| 30D | +7.9% | +15.0% | -7.0% | +7.9% |
| 3M | +1.5% | +39.9% | -38.4% | +1.3% |
| 6M | -2.6% | +66.2% | -68.7% | -2.8% |
| YTD | +14.7% | +17.7% | -3.0% | +14.7% |
| 1Y | +10.8% | +13.7% | -2.9% | +10.9% |
| 3Y | +80.6% | +95.9% | -15.3% | +77.9% |
| 5Y | +84.4% | -71.7% | +156.1% | +81.8% |
| All | +146.4% | +111.8% | +34.6% | +133.8% |
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