+7.3%
AON vs DUOL
-17.6%
+24.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.6% |
| 7D | -6.3% | -7.0% | +0.7% | -5.8% |
| 30D | -14.1% | +6.7% | -20.8% | -14.6% |
| 3M | -9.5% | +16.0% | -25.5% | -10.7% |
| 6M | -4.0% | +45.4% | -49.4% | -7.1% |
| YTD | -13.8% | -18.1% | +4.3% | -13.3% |
| 1Y | -18.3% | -53.6% | +35.3% | -14.9% |
| 3Y | -7.2% | -11.0% | +3.8% | -10.3% |
| All | +7.3% | -17.6% | +24.9% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling