-31.7%
AAL vs DVA
+42.2%
-73.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.2% |
| 7D | -1.3% | +2.0% | -3.3% | -1.8% |
| 30D | -13.7% | -0.4% | -13.4% | -13.7% |
| 3M | -8.2% | -7.7% | -0.5% | -7.1% |
| 6M | +13.1% | +20.0% | -6.8% | +5.4% |
| YTD | -15.6% | +61.1% | -76.7% | -28.9% |
| 1Y | +1.4% | +33.9% | -32.5% | -9.6% |
| 3Y | -7.4% | +91.5% | -99.0% | -28.9% |
| All | -31.7% | +42.2% | -73.9% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling