+14.2%
ALLE vs DVA
+42.7%
-28.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.1% | +4.6% | +0.1% |
| 7D | +1.6% | -10.7% | +12.2% | +2.9% |
| 30D | +24.1% | -4.4% | +28.5% | +24.5% |
| 3M | +14.8% | -4.1% | +18.9% | +15.1% |
| 6M | +45.9% | -13.2% | +59.1% | +46.2% |
| YTD | +20.7% | +53.2% | -32.5% | +11.6% |
| 1Y | +14.2% | +40.8% | -26.7% | +10.6% |
| All | +14.2% | +42.7% | -28.5% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling