+1,124.7%
DUK vs AEIS
+2,610.7%
-1,485.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | -0.1% | +6.5% | -6.6% | -0.4% |
| 30D | +0.2% | -9.2% | +9.4% | +0.6% |
| 3M | -1.9% | -8.3% | +6.5% | -1.9% |
| 6M | -6.5% | -6.3% | -0.2% | -6.9% |
| YTD | +5.4% | +36.5% | -31.1% | +2.9% |
| 1Y | +3.6% | +84.8% | -81.2% | -0.7% |
| 3Y | +48.1% | +176.6% | -128.5% | +37.6% |
| 5Y | +39.6% | +237.1% | -197.5% | +27.3% |
| 10Y | +131.8% | +554.7% | -422.8% | +99.5% |
| All | +1,124.7% | +2,610.7% | -1,485.9% | +859.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling