+86.2%
AEP vs DOV
+29.1%
+57.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +2.9% | +3.0% | -0.1% | +2.3% |
| 30D | +3.2% | +8.6% | -5.4% | +1.6% |
| 3M | +3.8% | +1.9% | +2.0% | +3.4% |
| 6M | +2.5% | -1.7% | +4.2% | +2.5% |
| YTD | +15.5% | +8.3% | +7.1% | +13.1% |
| 1Y | +9.6% | +16.6% | -6.9% | +5.7% |
| 3Y | +91.2% | +65.1% | +26.0% | +60.3% |
| All | +86.2% | +29.1% | +57.2% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling