+70.1%
AEP vs DUOL
+3.5%
+66.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.2% | +6.0% | +0.7% |
| 7D | +2.0% | -7.8% | +9.8% | +2.0% |
| 30D | +0.5% | +11.8% | -11.3% | +0.5% |
| 3M | -0.3% | +24.1% | -24.4% | -0.3% |
| 6M | -3.5% | +43.6% | -47.1% | -3.5% |
| YTD | +11.3% | -16.6% | +27.9% | +11.6% |
| 1Y | +20.2% | -46.0% | +66.3% | +21.0% |
| 3Y | +79.8% | -6.5% | +86.2% | +77.2% |
| 5Y | +65.6% | -7.4% | +73.0% | +59.4% |
| All | +70.1% | +3.5% | +66.6% | +62.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling