+88.4%
DVA vs AEE
+46.3%
+42.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -0.2% | -0.7% | +0.5% | 0.0% |
| 30D | +1.7% | -2.0% | +3.6% | +2.3% |
| 3M | -8.7% | -2.8% | -5.8% | -8.0% |
| 6M | +19.7% | -3.6% | +23.2% | +20.3% |
| YTD | +59.6% | +7.3% | +52.3% | +54.6% |
| 1Y | +37.1% | +8.7% | +28.4% | +32.1% |
| All | +88.4% | +46.3% | +42.0% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling