+134.5%
AFL vs DBX
+8.4%
+126.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.4% |
| 7D | -3.3% | -1.8% | -1.5% | -3.0% |
| 30D | -5.0% | +2.8% | -7.8% | -5.4% |
| 3M | -1.8% | +26.8% | -28.5% | -5.3% |
| 6M | +4.8% | +32.8% | -27.9% | -0.1% |
| YTD | +5.4% | +26.1% | -20.7% | +1.2% |
| 1Y | +9.0% | +14.1% | -5.1% | +6.1% |
| 3Y | +63.0% | +25.7% | +37.3% | +53.2% |
| 5Y | +134.5% | +11.2% | +123.3% | +113.2% |
| All | +134.5% | +8.4% | +126.1% | +113.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling