+9.7%
AA vs DUOL
+16.9%
-7.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.0% | -6.8% | -2.5% |
| 7D | +0.5% | +3.0% | -2.5% | -0.1% |
| 30D | -0.6% | +18.3% | -18.9% | -3.8% |
| 3M | -19.7% | +14.7% | -34.4% | -22.3% |
| 6M | -41.6% | +57.5% | -99.0% | -47.3% |
| YTD | -24.6% | -5.8% | -18.8% | -26.0% |
| 1Y | +4.9% | -11.4% | +16.3% | +4.1% |
| 3Y | +66.8% | -22.5% | +89.3% | +59.2% |
| 5Y | -19.4% | +6.6% | -26.1% | -38.9% |
| All | +9.7% | +16.9% | -7.2% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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