+17.6%
AA vs DBX
+20.1%
-2.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.3% |
| 7D | -0.7% | -2.4% | +1.7% | +0.1% |
| 30D | +5.0% | -0.5% | +5.5% | +4.8% |
| 3M | -35.8% | +28.1% | -63.9% | -41.8% |
| 6M | -18.4% | +33.1% | -51.5% | -28.1% |
| YTD | -5.5% | +25.3% | -30.8% | -15.1% |
| 1Y | +61.0% | +18.3% | +42.6% | +46.8% |
| 3Y | +66.2% | +25.0% | +41.2% | +44.1% |
| 5Y | +11.4% | +7.5% | +3.9% | -1.4% |
| All | +17.6% | +20.1% | -2.5% | -16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling