-76.5%
DOCU vs AEE
+40.8%
-117.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | +6.9% | +0.3% | +6.6% | +6.9% |
| 30D | +19.0% | -2.3% | +21.3% | +19.3% |
| 3M | +34.3% | +0.2% | +34.1% | +34.2% |
| 6M | +48.0% | -4.7% | +52.8% | +48.7% |
| YTD | 0.0% | +8.1% | -8.1% | -2.1% |
| 1Y | -10.3% | +8.5% | -18.8% | -12.3% |
| 3Y | +32.4% | +48.9% | -16.5% | +19.6% |
| All | -76.5% | +40.8% | -117.3% | -76.3% |
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