+65.1%
AEP vs DOV
+16.3%
+48.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | +0.9% | +1.3% | -0.4% | +0.6% |
| 30D | +1.5% | -8.6% | +10.1% | +3.2% |
| 3M | -1.7% | -13.1% | +11.5% | +0.7% |
| 6M | -4.0% | -8.8% | +4.8% | -2.7% |
| YTD | +10.6% | -1.2% | +11.8% | +10.2% |
| 1Y | +18.6% | +10.7% | +7.9% | +15.3% |
| 3Y | +78.7% | +39.3% | +39.4% | +56.6% |
| 5Y | +65.1% | +16.4% | +48.7% | +45.5% |
| All | +65.1% | +16.3% | +48.8% | +45.5% |
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