+152.3%
AEP vs DBX
+20.1%
+132.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | -0.1% |
| 7D | +1.8% | -2.4% | +4.2% | +1.9% |
| 30D | -0.8% | -0.5% | -0.3% | -0.8% |
| 3M | -1.8% | +28.1% | -29.9% | -2.7% |
| 6M | -5.4% | +33.1% | -38.5% | -6.5% |
| YTD | +10.4% | +25.3% | -14.8% | +9.4% |
| 1Y | +18.2% | +18.3% | -0.2% | +17.3% |
| 3Y | +79.0% | +25.0% | +53.9% | +75.9% |
| 5Y | +64.8% | +7.5% | +57.3% | +61.6% |
| All | +152.3% | +20.1% | +132.2% | +136.7% |
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