+20.3%
DOC vs AEE
+13.9%
+6.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +6.2% | +2.4% | +3.9% | +5.5% |
| 30D | +6.5% | +10.9% | -4.5% | +3.6% |
| 3M | -6.2% | +4.3% | -10.5% | -7.6% |
| 6M | +25.6% | +2.5% | +23.1% | +23.6% |
| YTD | +32.1% | +15.3% | +16.7% | +26.6% |
| 1Y | +20.3% | +14.6% | +5.7% | +15.5% |
| All | +20.3% | +13.9% | +6.4% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling