-11.0%
DUOL vs AEE
+46.3%
-57.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -7.0% | -0.8% | -6.2% | -7.1% |
| 30D | +6.7% | -2.9% | +9.6% | +6.3% |
| 3M | +16.0% | -2.4% | +18.4% | +15.8% |
| 6M | +45.4% | -2.7% | +48.1% | +45.3% |
| YTD | -18.1% | +7.3% | -25.4% | -17.9% |
| 1Y | -53.6% | +7.5% | -61.1% | -53.3% |
| 3Y | -11.0% | +46.2% | -57.2% | -3.2% |
| All | -11.0% | +46.3% | -57.2% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling