-23.6%
DOC vs AEE
+40.8%
-64.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -1.5% | +0.3% | -1.8% | -1.7% |
| 30D | -4.8% | -2.3% | -2.5% | -3.5% |
| 3M | +6.9% | +0.2% | +6.7% | +6.4% |
| 6M | +20.7% | -4.7% | +25.5% | +23.5% |
| YTD | +34.1% | +8.1% | +26.0% | +26.4% |
| 1Y | +22.6% | +8.5% | +14.1% | +15.2% |
| 3Y | +20.8% | +48.9% | -28.1% | -9.2% |
| All | -23.6% | +40.8% | -64.4% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling