-25.1%
AAL vs DOC
+165.9%
-191.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.1% | +3.2% | +4.2% |
| 7D | +8.3% | +8.7% | -0.4% | +2.5% |
| 30D | +6.2% | +7.6% | -1.4% | +1.2% |
| 3M | -17.7% | -5.3% | -12.4% | -14.7% |
| 6M | +15.4% | +27.6% | -12.2% | -3.3% |
| YTD | -11.1% | +32.4% | -43.5% | -27.6% |
| 1Y | +7.7% | +22.9% | -15.1% | -7.9% |
| 3Y | +13.8% | +43.1% | -29.3% | -15.1% |
| 5Y | -33.9% | -21.4% | -12.5% | -26.8% |
| 10Y | -64.5% | +16.8% | -81.3% | -72.9% |
| All | -25.1% | +165.9% | -191.0% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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