-40.7%
AAL vs DOCS
-54.0%
+13.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.3% | -0.8% | -4.3% |
| 7D | +1.2% | -1.3% | +2.5% | +1.5% |
| 30D | -0.5% | +19.4% | -19.9% | -3.7% |
| 3M | -22.0% | +53.4% | -75.4% | -28.8% |
| 6M | +4.5% | +28.8% | -24.2% | -2.3% |
| YTD | -15.7% | -25.1% | +9.4% | -12.9% |
| 1Y | -3.7% | -48.1% | +44.5% | +6.6% |
| 3Y | +7.9% | +51.4% | -43.4% | -11.5% |
| 5Y | -40.7% | -51.1% | +10.4% | -41.8% |
| All | -40.7% | -54.0% | +13.2% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling