+2,231.7%
AEP vs DOV
+6,035.5%
-3,803.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.2% | +0.5% |
| 7D | +2.0% | +2.5% | -0.5% | +1.4% |
| 30D | +0.5% | -7.5% | +8.0% | +2.4% |
| 3M | -0.3% | -9.7% | +9.4% | +1.8% |
| 6M | -3.5% | -6.1% | +2.6% | -2.5% |
| YTD | +11.3% | +0.5% | +10.8% | +10.4% |
| 1Y | +20.2% | +10.5% | +9.7% | +16.3% |
| 3Y | +79.8% | +41.7% | +38.1% | +60.8% |
| 5Y | +65.6% | +18.4% | +47.1% | +53.1% |
| 10Y | +169.3% | +289.8% | -120.5% | +80.7% |
| All | +2,231.7% | +6,035.5% | -3,803.8% | +706.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling