+338.5%
ALLE vs DVA
+223.5%
+115.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.5% |
| 7D | -0.6% | +2.1% | -2.6% | -1.1% |
| 30D | +25.3% | +8.2% | +17.1% | +22.8% |
| 3M | +10.3% | +5.9% | +4.4% | +8.4% |
| 6M | +38.0% | -1.3% | +39.3% | +36.8% |
| YTD | +17.8% | +68.4% | -50.7% | -0.2% |
| 1Y | +13.6% | +57.5% | -43.8% | -1.9% |
| 3Y | +89.2% | +142.3% | -53.1% | +41.1% |
| 5Y | +51.1% | +75.0% | -23.9% | +17.9% |
| 10Y | +228.1% | +226.4% | +1.7% | +98.0% |
| All | +338.5% | +223.5% | +115.0% | +175.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling