+131.8%
DUK vs ALLE
+146.0%
-14.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.1% |
| 7D | -0.1% | -2.2% | +2.0% | +0.5% |
| 30D | +0.2% | -8.3% | +8.6% | +2.7% |
| 3M | -1.9% | +16.3% | -18.1% | -6.5% |
| 6M | -6.5% | +1.8% | -8.3% | -7.6% |
| YTD | +5.4% | -3.9% | +9.4% | +5.7% |
| 1Y | +3.6% | -10.0% | +13.6% | +5.7% |
| 3Y | +48.1% | +45.8% | +2.3% | +27.4% |
| 5Y | +39.6% | +13.3% | +26.3% | +28.1% |
| 10Y | +131.8% | +155.3% | -23.4% | +75.7% |
| All | +131.8% | +146.0% | -14.1% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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