+2,522.5%
DUK vs AFL
+18,431.1%
-15,908.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | -1.7% | -3.3% | +1.6% | -1.0% |
| 30D | -2.2% | -5.0% | +2.7% | -1.3% |
| 3M | -3.7% | -1.8% | -1.9% | -3.4% |
| 6M | -6.3% | +4.8% | -11.2% | -7.3% |
| YTD | +4.5% | +5.4% | -0.9% | +3.3% |
| 1Y | +1.8% | +9.0% | -7.2% | 0.0% |
| 3Y | +46.8% | +63.0% | -16.2% | +32.9% |
| 5Y | +40.2% | +134.5% | -94.3% | +17.9% |
| 10Y | +129.8% | +298.6% | -168.8% | +72.2% |
| All | +2,522.5% | +18,431.1% | -15,908.6% | +942.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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