+126.0%
DUK vs AIG
+66.2%
+59.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -0.7% | -1.2% | +0.5% | -0.4% |
| 30D | -2.4% | -1.1% | -1.4% | -2.2% |
| 3M | -3.0% | +0.7% | -3.7% | -3.2% |
| 6M | -6.6% | -2.2% | -4.4% | -6.3% |
| YTD | +4.6% | -10.8% | +15.4% | +6.8% |
| 1Y | +1.2% | -2.0% | +3.3% | +1.0% |
| 3Y | +45.7% | +34.8% | +10.8% | +34.0% |
| 5Y | +40.3% | +55.0% | -14.7% | +22.4% |
| All | +126.0% | +66.2% | +59.9% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 10y: compounded portfolio wealth divided by compounded AIG 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…
10y analysis · Full analysis span regression · 6 months rolling