+990.3%
DUK vs AGG
+96.0%
+894.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -0.7% | -1.1% | +0.4% | -0.2% |
| 30D | -2.4% | -1.1% | -1.3% | -1.9% |
| 3M | -3.0% | -1.9% | -1.1% | -2.1% |
| 6M | -6.6% | -1.7% | -4.8% | -5.8% |
| YTD | +4.6% | -1.3% | +5.9% | +5.2% |
| 1Y | +1.2% | -0.7% | +2.0% | +1.6% |
| 3Y | +45.7% | +12.5% | +33.2% | +38.7% |
| 5Y | +40.3% | -2.5% | +42.8% | +38.9% |
| 10Y | +129.9% | +14.2% | +115.7% | +120.0% |
| All | +990.3% | +96.0% | +894.3% | +813.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling