-71.7%
DOCU vs AEE
+52.8%
-124.5%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -5.5% | +2.1% | -7.6% | -5.8% |
| 30D | +12.6% | +11.4% | +1.3% | +11.3% |
| 3M | +36.4% | +5.0% | +31.4% | +35.7% |
| 6M | +66.8% | +4.4% | +62.4% | +65.8% |
| YTD | +13.5% | +15.4% | -1.9% | +10.0% |
| 1Y | +11.3% | +13.8% | -2.5% | +8.3% |
| 3Y | +92.1% | +58.0% | +34.0% | +71.1% |
| All | -71.7% | +52.8% | -124.5% | -68.7% |
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