+40.9%
DUK vs AGG
-2.6%
+43.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -0.7% | -1.1% | +0.4% | +0.3% |
| 30D | -2.4% | -1.1% | -1.3% | -1.4% |
| 3M | -3.0% | -1.9% | -1.1% | -1.3% |
| 6M | -6.6% | -1.7% | -4.8% | -5.1% |
| YTD | +4.6% | -1.3% | +5.9% | +5.7% |
| 1Y | +1.2% | -0.7% | +2.0% | +1.9% |
| 3Y | +45.7% | +12.5% | +33.2% | +31.6% |
| All | +40.9% | -2.6% | +43.5% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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