+21.9%
AON vs DUOL
+2.7%
+19.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.2% | +0.7% |
| 7D | -5.9% | -8.6% | +2.7% | -5.2% |
| 30D | -13.7% | +7.2% | -20.8% | -14.2% |
| 3M | -8.3% | +19.1% | -27.3% | -9.7% |
| 6M | -3.6% | +52.5% | -56.1% | -7.0% |
| YTD | -12.4% | -17.3% | +4.9% | -12.0% |
| 1Y | -14.6% | -49.2% | +34.6% | -11.8% |
| 3Y | -5.7% | -7.3% | +1.5% | -9.1% |
| 5Y | +9.1% | -16.3% | +25.4% | +0.6% |
| All | +21.9% | +2.7% | +19.2% | +12.0% |
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