+126.0%
DUK vs AA
+122.9%
+3.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.7% | -3.4% | +2.8% | -0.5% |
| 30D | -2.4% | -5.8% | +3.3% | -2.2% |
| 3M | -3.0% | -29.9% | +26.9% | -1.4% |
| 6M | -6.6% | -27.0% | +20.5% | -5.5% |
| YTD | +4.6% | -8.7% | +13.3% | +4.3% |
| 1Y | +1.2% | +50.6% | -49.4% | -2.1% |
| 3Y | +45.7% | +74.1% | -28.4% | +36.9% |
| 5Y | +40.3% | +2.6% | +37.7% | +33.5% |
| All | +126.0% | +122.9% | +3.2% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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