+62.5%
AFL vs DBX
+27.0%
+35.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.7% | +0.5% |
| 7D | -1.6% | +2.1% | -3.7% | -1.9% |
| 30D | -4.0% | +5.7% | -9.8% | -4.7% |
| 3M | -0.5% | +31.8% | -32.3% | -3.7% |
| 6M | +6.5% | +37.5% | -30.9% | +2.2% |
| YTD | +6.2% | +27.9% | -21.7% | +2.8% |
| 1Y | +8.3% | +15.0% | -6.8% | +6.3% |
| 3Y | +62.5% | +27.2% | +35.4% | +52.7% |
| All | +62.5% | +27.0% | +35.5% | +52.7% |
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 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