+33.0%
AA vs DUOL
+2.7%
+30.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +4.3% | -9.0% | -5.5% |
| 7D | -5.4% | -8.6% | +3.2% | -4.1% |
| 30D | -10.7% | +7.2% | -17.9% | -12.1% |
| 3M | -26.2% | +19.1% | -45.2% | -29.2% |
| 6M | -20.9% | +52.5% | -73.5% | -28.2% |
| YTD | -8.6% | -17.3% | +8.7% | -7.6% |
| 1Y | +57.4% | -49.2% | +106.6% | +72.1% |
| 3Y | +77.8% | -7.3% | +85.1% | +62.9% |
| 5Y | +2.7% | -16.3% | +19.0% | -19.2% |
| All | +33.0% | +2.7% | +30.3% | +1.2% |
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