+270.3%
ALLE vs DVA
+211.1%
+59.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.7% |
| 7D | -0.2% | +1.8% | -2.1% | -0.7% |
| 30D | -6.8% | -2.5% | -4.3% | -6.3% |
| 3M | +21.0% | -4.3% | +25.3% | +21.2% |
| 6M | +1.1% | +18.9% | -17.8% | -5.1% |
| YTD | -0.5% | +61.9% | -62.5% | -14.7% |
| 1Y | -7.3% | +35.7% | -43.0% | -16.7% |
| 3Y | +42.3% | +78.6% | -36.4% | +14.9% |
| 5Y | +13.5% | +39.2% | -25.7% | -4.4% |
| 10Y | +144.0% | +184.0% | -40.0% | +55.7% |
| All | +270.3% | +211.1% | +59.3% | +135.3% |
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