-42.1%
AAL vs DOCS
-19.4%
-22.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.3% | -0.8% | -4.5% |
| 7D | +1.2% | -1.3% | +2.5% | +1.4% |
| 30D | -0.5% | +19.4% | -19.9% | -3.2% |
| 3M | -22.0% | +53.4% | -75.4% | -27.8% |
| 6M | +4.5% | +28.8% | -24.2% | -1.3% |
| YTD | -15.7% | -25.1% | +9.4% | -13.5% |
| 1Y | -3.7% | -48.1% | +44.5% | +4.7% |
| 3Y | +7.9% | +51.4% | -43.4% | -6.7% |
| 5Y | -40.7% | -51.1% | +10.4% | -43.3% |
| All | -42.1% | -19.4% | -22.7% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling