-39.1%
AAL vs DUOL
+16.9%
-56.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.0% | -6.1% | -1.9% |
| 7D | -0.1% | +3.0% | -3.1% | -0.7% |
| 30D | +11.7% | +18.3% | -6.6% | +8.2% |
| 3M | -12.5% | +14.7% | -27.3% | -15.3% |
| 6M | +3.6% | +57.5% | -53.8% | -5.8% |
| YTD | -14.1% | -5.8% | -8.3% | -15.4% |
| 1Y | +0.8% | -11.4% | +12.1% | +0.1% |
| 3Y | +11.8% | -22.5% | +34.3% | +8.4% |
| 5Y | -35.1% | +6.6% | -41.7% | -48.8% |
| All | -39.1% | +16.9% | -56.0% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling