+67.3%
AEP vs DUOL
+1.6%
+65.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | -0.9% | -7.0% | +6.0% | -0.9% |
| 30D | -1.1% | +6.7% | -7.8% | -1.1% |
| 3M | -3.3% | +16.0% | -19.3% | -3.3% |
| 6M | -4.6% | +45.4% | -50.0% | -4.7% |
| YTD | +9.4% | -18.1% | +27.5% | +9.8% |
| 1Y | +16.9% | -53.6% | +70.5% | +17.8% |
| 3Y | +76.6% | -11.0% | +87.6% | +74.2% |
| 5Y | +66.2% | -17.1% | +83.3% | +59.9% |
| All | +67.3% | +1.6% | +65.7% | +60.1% |
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