+223.5%
AFL vs DBX
+16.6%
+206.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.3% |
| 7D | -0.7% | -1.3% | +0.6% | -0.5% |
| 30D | -7.1% | -2.9% | -4.2% | -6.8% |
| 3M | +0.4% | +23.8% | -23.4% | -3.3% |
| 6M | +4.5% | +26.2% | -21.7% | -0.2% |
| YTD | +6.1% | +21.6% | -15.6% | +1.8% |
| 1Y | +10.6% | +11.4% | -0.9% | +7.5% |
| 3Y | +64.0% | +21.3% | +42.8% | +54.4% |
| 5Y | +133.7% | +6.7% | +127.1% | +120.4% |
| All | +223.5% | +16.6% | +206.9% | +167.6% |
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