+80.3%
AEIS vs DVA
+36.3%
+44.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | +2.3% | -1.3% | +3.6% | +2.3% |
| 30D | -14.8% | 0.0% | -14.8% | -14.8% |
| 3M | -15.6% | -10.9% | -4.7% | -15.7% |
| 6M | -8.7% | +17.3% | -26.0% | -11.8% |
| YTD | +37.3% | +59.8% | -22.5% | +28.2% |
| 1Y | +80.3% | +36.3% | +44.1% | +75.7% |
| All | +80.3% | +36.3% | +44.0% | +75.7% |
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