+126.0%
DUK vs AME
+445.1%
-319.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.2% | -0.9% |
| 7D | -0.7% | +1.7% | -2.4% | -1.2% |
| 30D | -2.4% | -6.4% | +4.0% | -0.7% |
| 3M | -3.0% | +7.1% | -10.1% | -5.2% |
| 6M | -6.6% | +8.2% | -14.7% | -9.2% |
| YTD | +4.6% | +18.2% | -13.6% | -1.3% |
| 1Y | +1.2% | +26.7% | -25.5% | -6.7% |
| 3Y | +45.7% | +60.7% | -15.0% | +21.7% |
| 5Y | +40.3% | +91.6% | -51.3% | +8.4% |
| All | +126.0% | +445.1% | -319.0% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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