+2,142.0%
AEIS vs DVA
+4,157.6%
-2,015.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.0% |
| 7D | +11.5% | -8.8% | +20.3% | +13.8% |
| 30D | -15.8% | -3.4% | -12.4% | -15.7% |
| 3M | -33.3% | -2.6% | -30.7% | -33.7% |
| 6M | -35.2% | -11.9% | -23.3% | -34.5% |
| YTD | +5.0% | +53.6% | -48.6% | -8.8% |
| 1Y | +8.5% | +41.9% | -33.4% | -4.0% |
| 3Y | +152.9% | +97.5% | +55.4% | +103.0% |
| 5Y | +144.6% | +65.0% | +79.7% | +97.4% |
| 10Y | +337.1% | +193.2% | +143.9% | +197.2% |
| All | +2,142.0% | +4,157.6% | -2,015.5% | +827.2% |
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