+26.7%
AME vs DBX
+15.5%
+11.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.5% | +1.8% | +3.4% |
| 7D | +1.7% | +2.1% | -0.4% | +2.0% |
| 30D | -6.4% | +5.7% | -12.2% | -5.7% |
| 3M | +7.1% | +31.8% | -24.7% | +11.5% |
| 6M | +8.2% | +37.5% | -29.3% | +14.4% |
| YTD | +18.2% | +27.9% | -9.7% | +25.1% |
| 1Y | +26.7% | +15.0% | +11.7% | +33.9% |
| All | +26.7% | +15.5% | +11.2% | +33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling