+8.6%
AEIS vs DVA
+62.2%
-53.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +5.8% | -16.9% | -11.0% |
| 7D | -12.7% | +4.7% | -17.4% | -12.5% |
| 30D | -28.8% | +7.8% | -36.6% | -28.7% |
| 3M | -38.0% | -15.5% | -22.5% | -37.0% |
| 6M | -45.3% | +25.0% | -70.3% | -46.9% |
| YTD | +1.1% | +69.6% | -68.4% | -4.8% |
| 1Y | +8.6% | +60.6% | -52.0% | +3.6% |
| All | +8.6% | +62.2% | -53.5% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling