+96.8%
ACN vs DBX
+15.6%
+81.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -3.8% | -3.3% | -0.6% | -2.9% |
| 30D | +16.5% | -5.9% | +22.4% | +18.9% |
| 3M | +41.5% | -6.7% | +48.1% | +44.8% |
| 6M | +60.1% | +28.0% | +32.1% | +48.6% |
| YTD | -3.9% | +20.6% | -24.6% | -9.5% |
| 1Y | +4.1% | +10.3% | -6.2% | +0.5% |
| 3Y | -15.9% | +24.0% | -39.9% | -23.5% |
| 5Y | -26.3% | +24.2% | -50.6% | -34.4% |
| All | +96.8% | +15.6% | +81.2% | +57.4% |
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