-68.6%
AAL vs DVA
+193.2%
-261.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.1% |
| 7D | -0.1% | -8.8% | +8.7% | +2.9% |
| 30D | +11.7% | -3.4% | +15.1% | +12.6% |
| 3M | -12.5% | -2.6% | -10.0% | -12.3% |
| 6M | +3.6% | -11.9% | +15.5% | +6.2% |
| YTD | -14.1% | +53.6% | -67.7% | -29.3% |
| 1Y | +0.8% | +41.9% | -41.1% | -14.6% |
| 3Y | +11.8% | +97.5% | -85.7% | -19.0% |
| 5Y | -35.1% | +65.0% | -100.1% | -52.1% |
| All | -68.6% | +193.2% | -261.8% | -81.4% |
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