-65.2%
AAL vs DVA
+187.5%
-252.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -16.0% | +1.7% | -17.6% | -16.5% |
| 3M | -4.2% | -8.7% | +4.4% | -2.4% |
| 6M | +15.7% | +19.7% | -4.0% | +6.3% |
| YTD | -16.2% | +59.6% | -75.8% | -31.4% |
| 1Y | +0.2% | +37.1% | -36.9% | -13.4% |
| 3Y | -8.1% | +89.8% | -97.9% | -32.6% |
| 5Y | -32.2% | +47.4% | -79.6% | -47.2% |
| All | -65.2% | +187.5% | -252.7% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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