+163.8%
AEP vs DBX
+15.6%
+148.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.9% | -3.3% | +6.1% | +3.0% |
| 30D | +3.2% | -5.9% | +9.1% | +3.4% |
| 3M | +3.8% | -6.7% | +10.5% | +4.0% |
| 6M | +2.5% | +28.0% | -25.5% | +1.5% |
| YTD | +15.5% | +20.6% | -5.1% | +14.5% |
| 1Y | +9.6% | +10.3% | -0.7% | +9.1% |
| 3Y | +91.2% | +24.0% | +67.1% | +87.7% |
| 5Y | +88.2% | +24.2% | +64.0% | +83.3% |
| All | +163.8% | +15.6% | +148.1% | +147.7% |
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