+469.8%
AEM vs DBX
+16.6%
+453.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.2% |
| 7D | +4.3% | -1.3% | +5.6% | +4.4% |
| 30D | +13.1% | -2.9% | +16.0% | +13.3% |
| 3M | +24.8% | +23.8% | +0.9% | +22.6% |
| 6M | -8.2% | +26.2% | -34.4% | -10.3% |
| YTD | +19.8% | +21.6% | -1.8% | +17.5% |
| 1Y | +32.1% | +11.4% | +20.6% | +30.4% |
| 3Y | +348.2% | +21.3% | +326.9% | +333.9% |
| 5Y | +297.5% | +6.7% | +290.8% | +282.7% |
| All | +469.8% | +16.6% | +453.3% | +440.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling