+315.5%
AAOI vs DBX
+22.6%
+292.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.3% |
| 7D | -0.2% | +2.1% | -2.3% | -1.3% |
| 30D | -23.7% | +5.7% | -29.4% | -26.7% |
| 3M | -39.0% | +31.8% | -70.8% | -48.3% |
| 6M | -17.0% | +37.5% | -54.5% | -34.0% |
| YTD | +202.2% | +27.9% | +174.3% | +147.7% |
| 1Y | +292.4% | +15.0% | +277.4% | +239.1% |
| 3Y | +804.4% | +27.2% | +777.2% | +607.8% |
| 5Y | +1,318.0% | +12.8% | +1,305.3% | +1,096.6% |
| All | +315.5% | +22.6% | +292.8% | +199.4% |
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