+7.0%
DUOL vs AEE
+43.9%
-36.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -7.0% | -0.8% | -6.2% | -7.0% |
| 30D | +6.7% | -2.9% | +9.6% | +6.8% |
| 3M | +16.0% | -2.4% | +18.4% | +16.1% |
| 6M | +45.4% | -2.7% | +48.1% | +45.5% |
| YTD | -18.1% | +7.3% | -25.4% | -19.0% |
| 1Y | -53.6% | +7.5% | -61.1% | -54.1% |
| 3Y | -11.0% | +46.2% | -57.2% | -14.3% |
| 5Y | -17.1% | +39.7% | -56.8% | -18.7% |
| All | +7.0% | +43.9% | -36.9% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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