+201.6%
ACGL vs DUOL
+16.1%
+185.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.8% | -4.7% | -0.2% |
| 7D | -1.4% | +1.8% | -3.1% | -1.5% |
| 30D | +12.4% | +11.1% | +1.3% | +11.5% |
| 3M | +11.1% | +21.2% | -10.1% | +9.7% |
| 6M | +16.3% | +56.1% | -39.7% | +13.4% |
| YTD | +13.8% | -6.5% | +20.3% | +13.3% |
| 1Y | +20.4% | -15.8% | +36.2% | +20.5% |
| 3Y | +33.6% | -22.4% | +56.0% | +32.7% |
| 5Y | +176.8% | +8.3% | +168.5% | +161.6% |
| All | +201.6% | +16.1% | +185.6% | +194.2% |
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