Everything I invested in fling, romantic affair (9)

I believe the answer is:

dalliance

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'romantic affair' is the definition.
'dalliance' can be an answer for 'affair' (dalliance can mean a romantic affair). I am unsure of the 'romantic' bit.

'everything i invested in fling' is the wordplay.
'everything' becomes 'all' (all things).
'invested in' means one lot of letters goes inside another.
'fling' becomes 'dance' (I've seen this before).
'all'+'i'='alli'
'alli' put into 'dance' is 'DALLIANCE'.

Can you help me to learn more?

(Other definitions for dalliance that I've seen before include "amorous play" , "Flirtation" , "Playing" , "time-wasting action" , "Fling" .)

I've seen this clue in The Telegraph.

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