-64.8%
AAL vs DUK
+129.4%
-194.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.9% | -0.7% | -0.2% | -0.7% |
| 30D | -12.9% | -2.4% | -10.4% | -12.1% |
| 3M | -11.2% | -3.0% | -8.2% | -10.4% |
| 6M | +17.8% | -6.6% | +24.4% | +20.3% |
| YTD | -15.1% | +4.6% | -19.7% | -17.4% |
| 1Y | +0.5% | +1.2% | -0.8% | -1.1% |
| 3Y | -7.7% | +45.7% | -53.3% | -25.0% |
| 5Y | -31.3% | +40.3% | -71.6% | -44.3% |
| All | -64.8% | +129.4% | -194.2% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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