-35.9%
AAL vs DBX
+8.9%
-44.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.8% |
| 7D | -1.3% | +0.3% | -1.6% | -1.5% |
| 30D | -13.7% | 0.0% | -13.7% | -14.0% |
| 3M | -8.2% | +26.1% | -34.3% | -18.2% |
| 6M | +13.1% | +29.4% | -16.2% | -2.2% |
| YTD | -15.6% | +24.4% | -40.0% | -25.6% |
| 1Y | +1.4% | +10.9% | -9.5% | -5.7% |
| 3Y | -7.4% | +24.1% | -31.5% | -23.8% |
| 5Y | -35.9% | +7.8% | -43.7% | -54.0% |
| All | -35.9% | +8.9% | -44.8% | -54.0% |
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 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