+68.9%
AEP vs DUOL
+9.2%
+59.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.6% | -0.2% |
| 7D | +1.8% | +5.1% | -3.3% | +1.8% |
| 30D | -0.8% | +14.1% | -15.0% | -0.8% |
| 3M | -1.8% | +41.5% | -43.3% | -1.8% |
| 6M | -5.4% | +60.6% | -66.0% | -5.4% |
| YTD | +10.4% | -12.0% | +22.4% | +10.8% |
| 1Y | +18.2% | -43.4% | +61.5% | +18.9% |
| 3Y | +79.0% | +3.7% | +75.2% | +76.2% |
| 5Y | +64.8% | -5.3% | +70.1% | +58.7% |
| All | +68.9% | +9.2% | +59.6% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling