+551.6%
AEIS vs DVA
+187.8%
+363.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | +2.3% | -1.3% | +3.6% | +2.6% |
| 30D | -14.8% | 0.0% | -14.8% | -14.9% |
| 3M | -15.6% | -10.9% | -4.7% | -14.0% |
| 6M | -8.7% | +17.3% | -26.0% | -14.4% |
| YTD | +37.3% | +59.8% | -22.5% | +17.1% |
| 1Y | +80.3% | +36.3% | +44.1% | +60.6% |
| 3Y | +177.9% | +88.6% | +89.3% | +118.4% |
| 5Y | +235.8% | +47.5% | +188.3% | +176.3% |
| All | +551.6% | +187.8% | +363.8% | +331.3% |
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