-73.9%
AAL vs DBX
+22.6%
-96.5%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.2% | +0.7% |
| 7D | -0.9% | +2.1% | -3.0% | -1.7% |
| 30D | -12.9% | +5.7% | -18.6% | -14.8% |
| 3M | -11.2% | +31.8% | -43.0% | -20.0% |
| 6M | +17.8% | +37.5% | -19.6% | +3.1% |
| YTD | -15.1% | +27.9% | -43.0% | -23.8% |
| 1Y | +0.5% | +15.0% | -14.6% | -6.5% |
| 3Y | -7.7% | +27.2% | -34.8% | -19.5% |
| 5Y | -31.3% | +12.8% | -44.1% | -39.8% |
| All | -73.9% | +22.6% | -96.5% | -80.1% |
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 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