+608.2%
DOC vs AEE
+813.9%
-205.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.4% |
| 3M | +6.9% | +0.2% | +6.7% | +6.4% |
| 6M | +20.7% | -4.7% | +25.5% | +23.8% |
| YTD | +34.1% | +8.1% | +26.0% | +26.2% |
| 1Y | +22.6% | +8.5% | +14.1% | +15.0% |
| 3Y | +20.8% | +48.9% | -28.1% | -9.4% |
| 5Y | -24.9% | +39.9% | -64.8% | -41.6% |
| 10Y | -1.8% | +186.5% | -188.4% | -52.0% |
| All | +608.2% | +813.9% | -205.6% | +101.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling