+137.1%
AON vs DBX
+22.6%
+114.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.1% | -1.9% |
| 7D | -6.3% | +2.1% | -8.4% | -6.7% |
| 30D | -14.1% | +5.7% | -19.8% | -15.0% |
| 3M | -9.5% | +31.8% | -41.3% | -13.6% |
| 6M | -4.0% | +37.5% | -41.5% | -9.4% |
| YTD | -13.8% | +27.9% | -41.7% | -17.7% |
| 1Y | -18.3% | +15.0% | -33.3% | -20.9% |
| 3Y | -7.2% | +27.2% | -34.4% | -13.1% |
| 5Y | +7.3% | +12.8% | -5.4% | +0.1% |
| All | +137.1% | +22.6% | +114.5% | +104.4% |
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