+39.6%
DUK vs ACI
-43.7%
+83.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.4% |
| 7D | -0.1% | -5.0% | +4.9% | +0.5% |
| 30D | +0.2% | -2.3% | +2.6% | +0.5% |
| 3M | -1.9% | -23.2% | +21.3% | +1.0% |
| 6M | -6.5% | -29.5% | +23.0% | -2.6% |
| YTD | +5.4% | -28.6% | +34.0% | +9.4% |
| 1Y | +3.6% | -34.0% | +37.6% | +8.6% |
| 3Y | +48.1% | -45.0% | +93.1% | +59.3% |
| 5Y | +39.6% | -44.0% | +83.6% | +46.6% |
| All | +39.6% | -43.7% | +83.3% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling