-44.0%
ACN vs DUK
+38.9%
-83.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -6.3% | -0.1% | -6.2% | -6.3% |
| 30D | -1.4% | +0.2% | -1.6% | -1.5% |
| 3M | +2.6% | -1.9% | +4.4% | +3.1% |
| 6M | -14.3% | -6.5% | -7.8% | -12.9% |
| YTD | -33.1% | +5.4% | -38.6% | -34.3% |
| 1Y | -28.8% | +3.6% | -32.4% | -29.9% |
| 3Y | -43.0% | +48.1% | -91.1% | -51.8% |
| 5Y | -44.0% | +39.6% | -83.6% | -51.1% |
| All | -44.0% | +38.9% | -83.0% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling