+84.2%
DOCN vs AEE
+68.5%
+15.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.0% | +7.0% | +8.0% |
| 7D | -12.8% | +2.3% | -15.1% | -12.9% |
| 30D | -41.9% | +11.6% | -53.5% | -42.3% |
| 3M | -36.9% | +5.5% | -42.4% | -37.1% |
| 6M | -52.2% | +6.0% | -58.3% | -52.6% |
| YTD | +62.7% | +16.6% | +46.1% | +58.0% |
| 1Y | +58.2% | +12.1% | +46.2% | +54.9% |
| 3Y | +219.5% | +64.2% | +155.2% | +181.1% |
| 5Y | -32.9% | +59.1% | -92.0% | -35.0% |
| All | +84.2% | +68.5% | +15.7% | +75.1% |
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 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