+45.7%
DVA vs AEE
+38.7%
+7.1%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -1.3% | -0.8% | -0.6% | -1.1% |
| 30D | 0.0% | -2.9% | +2.9% | +0.8% |
| 3M | -10.9% | -2.4% | -8.5% | -10.4% |
| 6M | +17.3% | -2.7% | +20.0% | +17.6% |
| YTD | +59.8% | +7.3% | +52.5% | +55.6% |
| 1Y | +36.3% | +7.5% | +28.7% | +32.5% |
| 3Y | +88.6% | +46.2% | +42.4% | +69.3% |
| All | +45.7% | +38.7% | +7.1% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling