+8.9%
DOCS vs AEE
+49.1%
-40.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.8% | -2.8% |
| 7D | -1.4% | +0.3% | -1.8% | -1.5% |
| 30D | +21.8% | -2.3% | +24.1% | +22.1% |
| 3M | +27.3% | +0.2% | +27.1% | +27.4% |
| 6M | -0.3% | -4.7% | +4.4% | +0.2% |
| YTD | -40.5% | +8.1% | -48.6% | -41.9% |
| 1Y | -61.5% | +8.5% | -70.1% | -62.6% |
| All | +8.9% | +49.1% | -40.2% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling