+94.2%
DUK vs ALC
+30.4%
+63.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +0.5% |
| 7D | +1.9% | -1.1% | +3.0% | +2.2% |
| 30D | +8.9% | +16.0% | -7.2% | +4.6% |
| 3M | +5.6% | +0.8% | +4.7% | +5.1% |
| 6M | +7.0% | +16.8% | -9.9% | +2.2% |
| YTD | +14.0% | -5.5% | +19.5% | +14.7% |
| 1Y | +9.1% | -5.3% | +14.3% | +9.5% |
| 3Y | +67.6% | +4.1% | +63.5% | +58.4% |
| 5Y | +56.6% | -7.1% | +63.6% | +50.6% |
| All | +94.2% | +30.4% | +63.8% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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