+50.4%
ALLE vs DVA
+75.9%
-25.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.7% |
| 7D | -0.6% | +2.1% | -2.6% | -0.9% |
| 30D | +25.3% | +8.2% | +17.1% | +23.8% |
| 3M | +10.3% | +5.9% | +4.4% | +9.1% |
| 6M | +38.0% | -1.3% | +39.3% | +37.1% |
| YTD | +17.8% | +68.4% | -50.7% | +6.2% |
| 1Y | +13.6% | +57.5% | -43.8% | +3.6% |
| 3Y | +89.2% | +142.3% | -53.1% | +60.8% |
| All | +50.4% | +75.9% | -25.5% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling