+126.0%
DUK vs AEIS
+562.2%
-436.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -0.3% |
| 7D | -0.7% | +2.3% | -2.9% | -0.8% |
| 30D | -2.4% | -14.8% | +12.4% | -1.6% |
| 3M | -3.0% | -15.6% | +12.6% | -2.5% |
| 6M | -6.6% | -8.7% | +2.2% | -7.0% |
| YTD | +4.6% | +37.3% | -32.8% | +0.7% |
| 1Y | +1.2% | +80.3% | -79.1% | -5.0% |
| 3Y | +45.7% | +177.9% | -132.3% | +29.0% |
| 5Y | +40.3% | +235.8% | -195.5% | +19.3% |
| All | +126.0% | +562.2% | -436.2% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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