+465.7%
AEM vs DBX
+22.6%
+443.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.8% |
| 7D | -2.1% | +2.1% | -4.2% | -2.3% |
| 30D | +8.4% | +5.7% | +2.7% | +7.9% |
| 3M | +27.3% | +31.8% | -4.5% | +24.4% |
| 6M | -9.7% | +37.5% | -47.1% | -12.3% |
| YTD | +19.0% | +27.9% | -9.0% | +16.2% |
| 1Y | +31.5% | +15.0% | +16.4% | +29.6% |
| 3Y | +338.7% | +27.2% | +311.5% | +323.2% |
| 5Y | +307.4% | +12.8% | +294.6% | +290.6% |
| All | +465.7% | +22.6% | +443.0% | +434.0% |
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