+1,924.1%
DVA vs AEE
+818.5%
+1,105.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.8% |
| 7D | +2.0% | +1.1% | +1.0% | +1.7% |
| 30D | -0.4% | 0.0% | -0.4% | -0.4% |
| 3M | -7.7% | -0.9% | -6.7% | -7.5% |
| 6M | +20.0% | -2.4% | +22.4% | +20.3% |
| YTD | +61.1% | +8.6% | +52.4% | +56.5% |
| 1Y | +33.9% | +10.2% | +23.7% | +29.5% |
| 3Y | +91.5% | +47.8% | +43.7% | +68.6% |
| 5Y | +41.8% | +40.1% | +1.7% | +25.5% |
| 10Y | +187.5% | +195.0% | -7.5% | +104.0% |
| All | +1,924.1% | +818.5% | +1,105.6% | +1,223.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling