+34.8%
AIG vs DUOL
-9.6%
+44.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | -1.2% | -7.0% | +5.8% | -0.8% |
| 30D | -1.1% | +6.7% | -7.8% | -1.5% |
| 3M | +0.7% | +16.0% | -15.3% | -0.3% |
| 6M | -2.2% | +45.4% | -47.6% | -4.3% |
| YTD | -10.8% | -18.1% | +7.3% | -10.3% |
| 1Y | -2.0% | -53.6% | +51.5% | +1.5% |
| 3Y | +34.8% | -11.0% | +45.8% | +30.7% |
| All | +34.8% | -9.6% | +44.5% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling