+39.6%
DUK vs ALLE
+17.0%
+22.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +0.7% | +2.8% | -2.1% | +0.2% |
| 30D | -2.0% | -7.6% | +5.6% | -0.5% |
| 3M | +0.2% | +22.8% | -22.6% | -4.0% |
| 6M | -6.9% | +4.6% | -11.5% | -8.1% |
| YTD | +6.1% | -1.2% | +7.4% | +5.8% |
| 1Y | +4.4% | -9.1% | +13.6% | +5.8% |
| 3Y | +49.1% | +50.0% | -0.9% | +33.2% |
| 5Y | +39.6% | +15.2% | +24.3% | +26.5% |
| All | +39.6% | +17.0% | +22.6% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling