+36.3%
DVA vs AEE
+8.8%
+27.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -1.3% | -0.8% | -0.6% | -1.2% |
| 30D | 0.0% | -2.9% | +2.9% | +0.5% |
| 3M | -10.9% | -2.4% | -8.5% | -10.6% |
| 6M | +17.3% | -2.7% | +20.0% | +16.4% |
| YTD | +59.8% | +7.3% | +52.5% | +50.6% |
| 1Y | +36.3% | +7.5% | +28.7% | +28.2% |
| All | +36.3% | +8.8% | +27.5% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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