-51.1%
DOCS vs AEE
+54.3%
-105.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.3% |
| 7D | -1.3% | +2.4% | -3.7% | -1.6% |
| 30D | +19.4% | +10.9% | +8.4% | +17.9% |
| 3M | +53.4% | +4.3% | +49.1% | +52.6% |
| 6M | +28.8% | +2.5% | +26.3% | +28.3% |
| YTD | -25.1% | +15.3% | -40.4% | -27.2% |
| 1Y | -48.1% | +14.6% | -62.7% | -49.6% |
| 3Y | +51.4% | +57.5% | -6.1% | +36.9% |
| 5Y | -51.1% | +52.9% | -104.0% | -53.7% |
| All | -51.1% | +54.3% | -105.4% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling