+599.0%
DOC vs AEE
+877.5%
-278.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.7% | +1.5% |
| 7D | +8.7% | +4.7% | +4.0% | +5.5% |
| 30D | +7.6% | +13.4% | -5.8% | -0.8% |
| 3M | -5.3% | +4.1% | -9.3% | -7.8% |
| 6M | +27.6% | +2.0% | +25.6% | +25.2% |
| YTD | +32.4% | +15.6% | +16.8% | +19.2% |
| 1Y | +22.9% | +14.1% | +8.7% | +11.5% |
| 3Y | +43.1% | +57.9% | -14.8% | +3.5% |
| 5Y | -21.4% | +55.3% | -76.7% | -42.9% |
| 10Y | +16.8% | +205.7% | -188.9% | -45.3% |
| All | +599.0% | +877.5% | -278.5% | +89.9% |
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