+213.8%
ALLE vs DVA
+208.2%
+5.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | +0.3% |
| 7D | -0.8% | -4.8% | +3.9% | +0.2% |
| 30D | +27.4% | +0.9% | +26.4% | +26.9% |
| 3M | +13.8% | +2.9% | +11.0% | +12.8% |
| 6M | +45.5% | -7.8% | +53.2% | +46.5% |
| YTD | +21.4% | +61.5% | -40.1% | +4.9% |
| 1Y | +15.4% | +50.1% | -34.7% | +1.6% |
| 3Y | +91.7% | +121.1% | -29.4% | +49.1% |
| 5Y | +54.5% | +72.9% | -18.4% | +22.6% |
| All | +213.8% | +208.2% | +5.6% | +112.2% |
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