+94.3%
DUK vs ACI
+25.9%
+68.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | -1.7% | +5.9% | -7.6% | -2.3% |
| 3M | -0.4% | -19.8% | +19.3% | +1.5% |
| 6M | -7.2% | -24.7% | +17.5% | -4.9% |
| YTD | +5.3% | -24.4% | +29.6% | +7.8% |
| 1Y | +3.0% | -31.5% | +34.4% | +6.5% |
| 3Y | +53.1% | -38.7% | +91.7% | +59.9% |
| 5Y | +37.9% | -42.8% | +80.7% | +43.0% |
| All | +94.3% | +25.9% | +68.4% | +91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling