-27.6%
AAL vs DUK
+574.1%
-601.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.8% |
| 7D | -0.1% | +1.9% | -2.0% | -1.2% |
| 30D | +11.7% | +8.9% | +2.8% | +6.0% |
| 3M | -12.5% | +5.6% | -18.1% | -15.6% |
| 6M | +3.6% | +7.0% | -3.4% | -1.3% |
| YTD | -14.1% | +14.0% | -28.1% | -22.1% |
| 1Y | +0.8% | +9.1% | -8.3% | -6.2% |
| 3Y | +11.8% | +67.6% | -55.8% | -24.9% |
| 5Y | -35.1% | +56.6% | -91.7% | -55.9% |
| 10Y | -68.3% | +159.8% | -228.0% | -86.5% |
| All | -27.6% | +574.1% | -601.7% | -87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling