+221.5%
ALLE vs DVA
+212.5%
+9.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.0% | +5.8% | +3.5% |
| 7D | -0.6% | -0.1% | -0.5% | -0.7% |
| 30D | +26.6% | +3.5% | +23.1% | +25.5% |
| 3M | +13.2% | +1.0% | +12.2% | +12.6% |
| 6M | +42.9% | -6.6% | +49.5% | +43.5% |
| YTD | +21.0% | +63.3% | -42.3% | +4.4% |
| 1Y | +15.2% | +50.0% | -34.8% | +1.4% |
| 3Y | +95.6% | +120.1% | -24.5% | +52.4% |
| 5Y | +53.4% | +73.7% | -20.3% | +21.7% |
| 10Y | +221.5% | +212.7% | +8.8% | +114.4% |
| All | +221.5% | +212.5% | +9.0% | +114.4% |
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