+1,314.2%
AAOI vs DBX
+11.7%
+1,302.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -27.0% |
| 3M | -39.0% | +31.8% | -70.8% | -49.4% |
| 6M | -17.0% | +37.5% | -54.5% | -36.2% |
| YTD | +202.2% | +27.9% | +174.3% | +141.5% |
| 1Y | +292.4% | +15.0% | +277.4% | +236.3% |
| 3Y | +804.4% | +27.2% | +777.2% | +548.0% |
| All | +1,314.2% | +11.7% | +1,302.5% | +1,368.7% |
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