-14.8%
ACN vs DBX
+25.2%
-40.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.3% | -4.2% | -2.9% |
| 7D | -4.0% | -8.1% | +4.1% | -0.5% |
| 30D | +19.0% | -4.9% | +23.9% | +21.6% |
| 3M | +42.2% | -2.7% | +44.9% | +43.8% |
| 6M | +50.1% | +25.2% | +25.0% | +38.2% |
| YTD | -2.7% | +19.3% | -22.0% | -9.7% |
| 1Y | +7.6% | +6.6% | +1.0% | +3.1% |
| All | -14.8% | +25.2% | -40.0% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling