+2,545.7%
DUK vs AEM
+3,500.5%
-954.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -0.1% | +3.0% | -3.1% | -0.2% |
| 30D | +0.2% | +12.5% | -12.2% | -0.2% |
| 3M | -1.9% | +26.9% | -28.8% | -2.7% |
| 6M | -6.5% | -9.4% | +2.9% | -6.4% |
| YTD | +5.4% | +20.3% | -14.8% | +4.5% |
| 1Y | +3.6% | +33.8% | -30.2% | +2.2% |
| 3Y | +48.1% | +349.8% | -301.7% | +40.4% |
| 5Y | +39.6% | +301.0% | -261.4% | +32.3% |
| 10Y | +131.8% | +376.1% | -244.2% | +117.4% |
| All | +2,545.7% | +3,500.5% | -954.7% | +2,521.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling