+11.8%
AAL vs DUK
+65.4%
-53.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -0.9% |
| 7D | -0.1% | +1.9% | -2.0% | +0.1% |
| 30D | +11.7% | +8.9% | +2.8% | +13.0% |
| 3M | -12.5% | +5.6% | -18.1% | -12.0% |
| 6M | +3.6% | +7.0% | -3.4% | +4.6% |
| YTD | -14.1% | +14.0% | -28.1% | -12.6% |
| 1Y | +0.8% | +9.1% | -8.3% | +2.2% |
| 3Y | +11.8% | +67.6% | -55.8% | +0.1% |
| All | +11.8% | +65.4% | -53.6% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling