+11.8%
AAL vs DBX
+26.6%
-14.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | -0.1% | -3.3% | +3.2% | +0.6% |
| 30D | +11.7% | -5.9% | +17.6% | +13.4% |
| 3M | -12.5% | -6.7% | -5.9% | -11.4% |
| 6M | +3.6% | +28.0% | -24.4% | -5.7% |
| YTD | -14.1% | +20.6% | -34.7% | -20.6% |
| 1Y | +0.8% | +10.3% | -9.5% | -3.7% |
| 3Y | +11.8% | +24.0% | -12.2% | -5.0% |
| All | +11.8% | +26.6% | -14.8% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling