-73.6%
AAL vs DBX
+20.1%
-93.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.7% | +2.1% |
| 7D | -3.7% | -2.4% | -1.3% | -2.9% |
| 30D | -20.8% | -0.5% | -20.3% | -20.8% |
| 3M | -1.3% | +28.1% | -29.3% | -10.2% |
| 6M | +5.4% | +33.1% | -27.7% | -6.8% |
| YTD | -14.4% | +25.3% | -39.6% | -22.5% |
| 1Y | +2.1% | +18.3% | -16.2% | -6.1% |
| 3Y | -10.6% | +25.0% | -35.6% | -21.5% |
| 5Y | -32.2% | +7.5% | -39.7% | -39.7% |
| All | -73.6% | +20.1% | -93.7% | -79.8% |
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