+2,522.5%
DUK vs AON
+4,880.3%
-2,357.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.1% |
| 7D | -1.7% | -5.9% | +4.2% | -0.5% |
| 30D | -2.2% | -13.7% | +11.4% | +0.6% |
| 3M | -3.7% | -8.3% | +4.6% | -2.3% |
| 6M | -6.3% | -3.6% | -2.7% | -6.1% |
| YTD | +4.5% | -12.4% | +16.9% | +6.6% |
| 1Y | +1.8% | -14.6% | +16.5% | +4.4% |
| 3Y | +46.8% | -5.7% | +52.5% | +46.6% |
| 5Y | +40.2% | +9.1% | +31.1% | +35.0% |
| 10Y | +129.8% | +208.7% | -78.9% | +80.1% |
| All | +2,522.5% | +4,880.3% | -2,357.8% | +1,138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 all: compounded portfolio wealth divided by compounded AON 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…
all analysis · Full analysis span regression · 6 months rolling