+151.1%
ALLE vs DVA
+178.6%
-27.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.2% |
| 7D | +2.8% | +2.2% | +0.6% | +2.3% |
| 30D | -7.6% | -2.0% | -5.6% | -7.2% |
| 3M | +22.8% | -6.3% | +29.0% | +23.5% |
| 6M | +4.6% | +19.4% | -14.8% | -1.5% |
| YTD | -1.2% | +58.5% | -59.7% | -14.0% |
| 1Y | -9.1% | +33.9% | -43.0% | -17.6% |
| 3Y | +50.0% | +88.4% | -38.5% | +21.0% |
| 5Y | +15.2% | +39.5% | -24.3% | -1.9% |
| 10Y | +151.1% | +179.5% | -28.4% | +73.4% |
| All | +151.1% | +178.6% | -27.5% | +73.4% |
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