+16.9%
AEP vs DVA
+36.3%
-19.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.9% | -1.3% | +0.4% | -0.9% |
| 30D | -1.1% | 0.0% | -1.1% | -1.1% |
| 3M | -3.3% | -10.9% | +7.7% | -3.0% |
| 6M | -4.6% | +17.3% | -21.9% | -4.1% |
| YTD | +9.4% | +59.8% | -50.4% | +8.3% |
| 1Y | +16.9% | +36.3% | -19.3% | +16.6% |
| All | +16.9% | +36.3% | -19.4% | +16.6% |
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