+40.2%
DUK vs AA
+5.3%
+34.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.9% | -0.8% |
| 7D | -1.7% | -5.4% | +3.7% | -1.6% |
| 30D | -2.2% | -10.7% | +8.4% | -2.0% |
| 3M | -3.7% | -26.2% | +22.5% | -3.1% |
| 6M | -6.3% | -20.9% | +14.6% | -6.1% |
| YTD | +4.5% | -8.6% | +13.1% | +4.3% |
| 1Y | +1.8% | +57.4% | -55.6% | -0.2% |
| 3Y | +46.8% | +77.8% | -31.0% | +40.9% |
| 5Y | +40.2% | +2.7% | +37.6% | +39.6% |
| All | +40.2% | +5.3% | +34.9% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling