-4.5%
AA vs DBX
+15.6%
-20.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.8% |
| 7D | +5.3% | -6.3% | +11.6% | +7.3% |
| 30D | -2.3% | -5.9% | +3.6% | -0.7% |
| 3M | -20.8% | -0.4% | -20.5% | -21.6% |
| 6M | -39.8% | +29.8% | -69.6% | -46.3% |
| YTD | -23.3% | +20.5% | -43.8% | -30.7% |
| 1Y | +1.8% | +8.7% | -6.8% | -4.6% |
| 3Y | +69.5% | +25.9% | +43.6% | +45.2% |
| 5Y | -18.0% | +24.2% | -42.1% | -30.6% |
| All | -4.5% | +15.6% | -20.1% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling