+12.4%
AA vs DBX
+8.9%
+3.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.3% | -4.3% | -2.8% |
| 7D | -0.6% | +0.3% | -0.9% | -0.8% |
| 30D | -1.6% | 0.0% | -1.6% | -2.0% |
| 3M | -29.8% | +26.1% | -55.9% | -36.5% |
| 6M | -16.6% | +29.4% | -46.0% | -26.8% |
| YTD | -4.0% | +24.4% | -28.5% | -14.5% |
| 1Y | +63.5% | +10.9% | +52.6% | +52.8% |
| 3Y | +86.8% | +24.1% | +62.7% | +55.6% |
| 5Y | +12.4% | +7.8% | +4.6% | -16.1% |
| All | +12.4% | +8.9% | +3.5% | -16.1% |
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