+39.6%
DUK vs ACGL
+158.6%
-119.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.4% |
| 7D | +0.7% | -2.9% | +3.6% | +1.4% |
| 30D | -2.0% | -2.8% | +0.8% | -1.4% |
| 3M | +0.2% | +6.8% | -6.6% | -1.3% |
| 6M | -6.9% | -1.5% | -5.4% | -6.7% |
| YTD | +6.1% | -0.2% | +6.4% | +5.9% |
| 1Y | +4.4% | +5.3% | -0.9% | +2.9% |
| 3Y | +49.1% | +30.3% | +18.8% | +39.5% |
| 5Y | +39.6% | +151.8% | -112.3% | +8.9% |
| All | +39.6% | +158.6% | -119.1% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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