+1,218.3%
AEP vs DVA
+5,081.6%
-3,863.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.9% | +0.9% |
| 7D | +2.0% | +2.2% | -0.2% | +1.8% |
| 30D | +0.5% | -2.0% | +2.5% | +0.6% |
| 3M | -0.3% | -6.3% | +5.9% | 0.0% |
| 6M | -3.5% | +19.4% | -22.9% | -5.1% |
| YTD | +11.3% | +58.5% | -47.2% | +7.0% |
| 1Y | +20.2% | +33.9% | -13.6% | +16.9% |
| 3Y | +79.8% | +88.4% | -8.7% | +69.4% |
| 5Y | +65.6% | +39.5% | +26.1% | +57.7% |
| 10Y | +169.3% | +179.5% | -10.2% | +142.1% |
| All | +1,218.3% | +5,081.6% | -3,863.3% | +998.6% |
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 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