-48.1%
DOCS vs AEE
+12.9%
-61.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.0% |
| 7D | -0.8% | +2.1% | -2.9% | -0.1% |
| 30D | +17.4% | +11.4% | +6.0% | +22.9% |
| 3M | +57.4% | +5.0% | +52.4% | +60.3% |
| 6M | +26.5% | +4.4% | +22.1% | +30.6% |
| YTD | -26.6% | +15.4% | -42.0% | -18.7% |
| 1Y | -48.1% | +13.8% | -61.8% | -43.5% |
| All | -48.1% | +12.9% | -61.0% | -43.5% |
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