-17.8%
AA vs DBX
+17.9%
-35.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.2% |
| 7D | +1.2% | -7.3% | +8.6% | +3.7% |
| 30D | -5.0% | -5.7% | +0.7% | -3.6% |
| 3M | -22.2% | -6.3% | -15.9% | -21.4% |
| 6M | -36.3% | +12.1% | -48.4% | -41.0% |
| YTD | -24.2% | +16.5% | -40.7% | -31.8% |
| 1Y | +3.9% | +6.1% | -2.2% | -2.5% |
| 3Y | +67.6% | +21.8% | +45.8% | +35.5% |
| All | -17.8% | +17.9% | -35.8% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling