+16.8%
DOC vs AEE
+202.1%
-185.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.7% | +1.4% |
| 7D | +8.7% | +4.7% | +4.0% | +5.4% |
| 30D | +7.6% | +13.4% | -5.8% | -1.3% |
| 3M | -5.3% | +4.1% | -9.3% | -7.9% |
| 6M | +27.6% | +2.0% | +25.6% | +25.0% |
| YTD | +32.4% | +15.6% | +16.8% | +18.2% |
| 1Y | +22.9% | +14.1% | +8.7% | +10.6% |
| 3Y | +43.1% | +57.9% | -14.8% | +0.3% |
| 5Y | -21.4% | +55.3% | -76.7% | -44.9% |
| 10Y | +16.8% | +205.7% | -188.9% | -47.0% |
| All | +16.8% | +202.1% | -185.3% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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