+266.4%
AEM vs DUOL
+1.6%
+264.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +1.9% |
| 7D | -2.1% | -7.0% | +4.8% | -1.8% |
| 30D | +8.4% | +6.7% | +1.7% | +8.0% |
| 3M | +27.3% | +16.0% | +11.3% | +26.0% |
| 6M | -9.7% | +45.4% | -55.1% | -11.9% |
| YTD | +19.0% | -18.1% | +37.1% | +19.8% |
| 1Y | +31.5% | -53.6% | +85.0% | +36.4% |
| 3Y | +338.7% | -11.0% | +349.7% | +323.1% |
| 5Y | +307.4% | -17.1% | +324.5% | +271.8% |
| All | +266.4% | +1.6% | +264.8% | +234.4% |
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