+40.9%
DUK vs AEM
+298.9%
-258.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.6% |
| 7D | -1.7% | -5.0% | +3.4% | -1.1% |
| 30D | -2.2% | +8.5% | -10.7% | -3.3% |
| 3M | -3.7% | +29.3% | -33.0% | -6.8% |
| 6M | -6.3% | -12.9% | +6.6% | -5.1% |
| YTD | +4.5% | +16.8% | -12.3% | +1.2% |
| 1Y | +1.8% | +29.8% | -28.0% | -3.4% |
| 3Y | +46.8% | +336.7% | -289.9% | +12.6% |
| All | +40.9% | +298.9% | -258.0% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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