+330.6%
AEM vs DBX
+25.2%
+305.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -2.9% |
| 7D | -5.0% | -1.8% | -3.2% | -5.0% |
| 30D | +8.5% | +2.8% | +5.6% | +8.5% |
| 3M | +29.3% | +26.8% | +2.5% | +29.3% |
| 6M | -12.9% | +32.8% | -45.7% | -12.9% |
| YTD | +16.8% | +26.1% | -9.3% | +17.1% |
| 1Y | +29.8% | +14.1% | +15.7% | +30.8% |
| All | +330.6% | +25.2% | +305.5% | +332.6% |
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