-38.8%
DOCS vs AEE
+62.1%
-101.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -0.6% | +3.0% | -3.6% | -0.8% |
| 30D | +6.3% | +11.2% | -4.9% | +5.2% |
| 3M | +26.5% | +7.0% | +19.5% | +25.7% |
| 6M | +24.8% | +5.7% | +19.1% | +24.1% |
| YTD | -26.8% | +16.2% | -43.0% | -28.5% |
| 1Y | -38.3% | +12.0% | -50.3% | -39.3% |
| 3Y | +36.0% | +63.4% | -27.3% | +25.5% |
| 5Y | -55.0% | +56.0% | -111.0% | -56.4% |
| All | -38.8% | +62.1% | -101.0% | -42.7% |
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