-13.7%
DUOL vs AEIS
+172.0%
-185.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.7% |
| 7D | -11.8% | +6.5% | -18.3% | -12.9% |
| 30D | +1.5% | -9.2% | +10.7% | +2.5% |
| 3M | +18.1% | -8.3% | +26.5% | +15.3% |
| 6M | +38.7% | -6.3% | +45.0% | +29.7% |
| YTD | -20.7% | +36.5% | -57.2% | -39.4% |
| 1Y | -49.1% | +84.8% | -133.9% | -67.3% |
| All | -13.7% | +172.0% | -185.8% | -54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling