+40.9%
DUK vs AEIS
+232.6%
-191.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | +0.1% |
| 7D | -0.7% | +2.3% | -2.9% | -0.6% |
| 30D | -2.4% | -14.8% | +12.4% | -2.6% |
| 3M | -3.0% | -15.6% | +12.6% | -3.1% |
| 6M | -6.6% | -8.7% | +2.2% | -6.6% |
| YTD | +4.6% | +37.3% | -32.8% | +4.5% |
| 1Y | +1.2% | +80.3% | -79.1% | +1.0% |
| 3Y | +45.7% | +177.9% | -132.3% | +42.6% |
| All | +40.9% | +232.6% | -191.6% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling