+93.1%
ACN vs DVA
+187.8%
-94.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.2% | +3.3% |
| 7D | -1.5% | -1.3% | -0.2% | -1.3% |
| 30D | +2.1% | 0.0% | +2.1% | +2.1% |
| 3M | +11.1% | -10.9% | +22.0% | +13.0% |
| 6M | -6.8% | +17.3% | -24.1% | -10.6% |
| YTD | -30.0% | +59.8% | -89.8% | -37.7% |
| 1Y | -23.1% | +36.3% | -59.4% | -29.1% |
| 3Y | -40.4% | +88.6% | -129.0% | -50.2% |
| 5Y | -41.6% | +47.5% | -89.1% | -49.5% |
| All | +93.1% | +187.8% | -94.7% | +40.1% |
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 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