+170.8%
AEP vs DOV
+296.6%
-125.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | -0.5% |
| 7D | -1.0% | -1.9% | +0.9% | -0.5% |
| 30D | -0.1% | -9.9% | +9.8% | +2.3% |
| 3M | -3.2% | -12.1% | +8.9% | -0.5% |
| 6M | -5.3% | -10.4% | +5.1% | -3.3% |
| YTD | +9.5% | -3.3% | +12.9% | +9.6% |
| 1Y | +17.5% | +7.8% | +9.7% | +14.2% |
| 3Y | +77.0% | +36.3% | +40.6% | +57.6% |
| 5Y | +66.4% | +14.8% | +51.6% | +52.7% |
| All | +170.8% | +296.6% | -125.8% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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