+165.8%
ACGL vs DUOL
+2.7%
+163.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.1% |
| 7D | -3.6% | -8.6% | +5.0% | -3.2% |
| 30D | -2.1% | +7.2% | -9.3% | -2.5% |
| 3M | +5.4% | +19.1% | -13.7% | +4.3% |
| 6M | 0.0% | +52.5% | -52.5% | -2.3% |
| YTD | +0.3% | -17.3% | +17.6% | +0.7% |
| 1Y | +6.2% | -49.2% | +55.4% | +8.9% |
| 3Y | +30.9% | -7.3% | +38.2% | +29.2% |
| 5Y | +159.8% | -16.3% | +176.1% | +147.5% |
| All | +165.8% | +2.7% | +163.2% | +161.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling