+93.0%
DUK vs ACI
+21.2%
+71.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.3% |
| 7D | -0.7% | -3.7% | +3.1% | -0.3% |
| 30D | -2.4% | +0.6% | -3.0% | -2.5% |
| 3M | -3.0% | -20.3% | +17.3% | -1.1% |
| 6M | -6.6% | -24.7% | +18.1% | -4.2% |
| YTD | +4.6% | -27.2% | +31.8% | +7.5% |
| 1Y | +1.2% | -32.7% | +34.0% | +4.9% |
| 3Y | +45.7% | -43.9% | +89.6% | +53.5% |
| 5Y | +40.3% | -38.9% | +79.2% | +45.4% |
| All | +93.0% | +21.2% | +71.8% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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