-27.8%
AAL vs DVA
+686.3%
-714.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | 0.0% | +0.6% |
| 7D | -3.7% | +1.8% | -5.6% | -4.6% |
| 30D | -20.8% | -2.5% | -18.3% | -20.0% |
| 3M | -1.3% | -4.3% | +3.0% | -0.9% |
| 6M | +5.4% | +18.9% | -13.5% | -6.4% |
| YTD | -14.4% | +61.9% | -76.3% | -36.2% |
| 1Y | +2.1% | +35.7% | -33.6% | -17.1% |
| 3Y | -10.6% | +78.6% | -89.2% | -41.1% |
| 5Y | -32.2% | +39.2% | -71.4% | -51.7% |
| 10Y | -62.7% | +184.0% | -246.7% | -84.9% |
| All | -27.8% | +686.3% | -714.1% | -87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling