+98.6%
DOCU vs AEE
+148.5%
-49.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -3.2% | +2.4% | -5.6% | -3.4% |
| 30D | +15.7% | +10.9% | +4.7% | +14.7% |
| 3M | +37.3% | +4.3% | +33.0% | +36.8% |
| 6M | +63.1% | +2.5% | +60.6% | +62.7% |
| YTD | +15.4% | +15.3% | 0.0% | +13.3% |
| 1Y | +11.3% | +14.6% | -3.2% | +9.4% |
| 3Y | +92.1% | +57.5% | +34.6% | +81.1% |
| 5Y | -70.5% | +52.9% | -123.4% | -72.0% |
| All | +98.6% | +148.5% | -49.9% | +121.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling