-47.3%
DOCS vs AEE
+13.9%
-61.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.5% | +3.9% | +7.3% |
| 7D | +1.2% | +4.7% | -3.5% | +3.1% |
| 30D | +21.3% | +13.4% | +7.9% | +28.1% |
| 3M | +58.4% | +4.1% | +54.3% | +60.5% |
| 6M | +39.3% | +2.0% | +37.3% | +41.1% |
| YTD | -21.7% | +15.6% | -37.3% | -13.5% |
| 1Y | -47.3% | +14.1% | -61.4% | -42.9% |
| All | -47.3% | +13.9% | -61.2% | -42.9% |
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 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