+243.4%
AME vs DBX
+15.6%
+227.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | +5.9% | -3.3% | +9.1% | +6.4% |
| 30D | -1.9% | -5.9% | +4.0% | -1.0% |
| 3M | -5.4% | -6.7% | +1.3% | -4.6% |
| 6M | +4.9% | +28.0% | -23.0% | -1.5% |
| YTD | +18.5% | +20.6% | -2.2% | +11.8% |
| 1Y | +25.5% | +10.3% | +15.2% | +20.7% |
| 3Y | +63.0% | +24.0% | +39.0% | +48.4% |
| 5Y | +78.3% | +24.2% | +54.1% | +58.9% |
| All | +243.4% | +15.6% | +227.8% | +170.6% |
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