+7.0%
DUOL vs AEIS
+197.2%
-190.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -6.0% | -2.5% |
| 7D | -7.0% | +2.3% | -9.2% | -7.8% |
| 30D | +6.7% | -14.8% | +21.5% | +10.8% |
| 3M | +16.0% | -15.6% | +31.6% | +16.6% |
| 6M | +45.4% | -8.7% | +54.1% | +36.0% |
| YTD | -18.1% | +37.3% | -55.5% | -39.5% |
| 1Y | -53.6% | +80.3% | -133.9% | -70.9% |
| 3Y | -11.0% | +177.9% | -188.9% | -58.4% |
| 5Y | -17.1% | +235.8% | -253.0% | -66.8% |
| All | +7.0% | +197.2% | -190.2% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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