+242.6%
AME vs DBX
+22.6%
+220.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.5% | +1.8% | +3.0% |
| 7D | +1.7% | +2.1% | -0.4% | +1.3% |
| 30D | -6.4% | +5.7% | -12.2% | -7.6% |
| 3M | +7.1% | +31.8% | -24.7% | +0.8% |
| 6M | +8.2% | +37.5% | -29.3% | 0.0% |
| YTD | +18.2% | +27.9% | -9.7% | +10.8% |
| 1Y | +26.7% | +15.0% | +11.7% | +21.3% |
| 3Y | +60.7% | +27.2% | +33.5% | +46.5% |
| 5Y | +91.6% | +12.8% | +78.8% | +75.2% |
| All | +242.6% | +22.6% | +220.0% | +168.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling