+64.2%
AIG vs DVA
+187.8%
-123.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.2% | -1.3% | +0.2% | -0.8% |
| 30D | -1.1% | 0.0% | -1.1% | -1.1% |
| 3M | +0.7% | -10.9% | +11.6% | +2.9% |
| 6M | -2.2% | +17.3% | -19.4% | -7.9% |
| YTD | -10.8% | +59.8% | -70.6% | -23.6% |
| 1Y | -2.0% | +36.3% | -38.3% | -12.3% |
| 3Y | +34.8% | +88.6% | -53.8% | +5.4% |
| 5Y | +55.0% | +47.5% | +7.5% | +27.1% |
| All | +64.2% | +187.8% | -123.6% | +6.2% |
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