-27.8%
AAL vs DUK
+522.2%
-550.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.8% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -20.8% | -1.7% | -19.1% | -20.0% |
| 3M | -1.3% | -0.4% | -0.8% | -1.5% |
| 6M | +5.4% | -7.2% | +12.6% | +9.5% |
| YTD | -14.4% | +5.3% | -19.6% | -18.3% |
| 1Y | +2.1% | +3.0% | -0.9% | -1.6% |
| 3Y | -10.6% | +53.1% | -63.6% | -36.6% |
| 5Y | -32.2% | +37.9% | -70.1% | -50.0% |
| 10Y | -62.7% | +124.8% | -187.5% | -82.4% |
| All | -27.8% | +522.2% | -550.0% | -87.2% |
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