-32.2%
AAL vs DUOL
-15.6%
-16.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -4.9% | -1.4% |
| 7D | -0.9% | -8.6% | +7.7% | +0.5% |
| 30D | -16.0% | +7.2% | -23.1% | -17.2% |
| 3M | -4.2% | +19.1% | -23.3% | -8.0% |
| 6M | +15.7% | +52.5% | -36.8% | +5.5% |
| YTD | -16.2% | -17.3% | +1.1% | -15.1% |
| 1Y | +0.2% | -49.2% | +49.5% | +9.3% |
| 3Y | -8.1% | -7.3% | -0.8% | -13.9% |
| 5Y | -32.2% | -16.3% | -15.9% | -45.8% |
| All | -32.2% | -15.6% | -16.6% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling