+170.5%
AEP vs DVA
+187.8%
-17.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.9% | -1.3% | +0.4% | -0.8% |
| 30D | -1.1% | 0.0% | -1.1% | -1.1% |
| 3M | -3.3% | -10.9% | +7.7% | -2.3% |
| 6M | -4.6% | +17.3% | -21.9% | -7.1% |
| YTD | +9.4% | +59.8% | -50.4% | +2.1% |
| 1Y | +16.9% | +36.3% | -19.3% | +11.3% |
| 3Y | +76.6% | +88.6% | -12.0% | +58.3% |
| 5Y | +66.2% | +47.5% | +18.7% | +51.9% |
| All | +170.5% | +187.8% | -17.3% | +120.2% |
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 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