+147.4%
AON vs DBX
+16.6%
+130.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.7% | -1.8% |
| 7D | -3.2% | -1.3% | -1.9% | -3.0% |
| 30D | -11.9% | -2.9% | -9.0% | -11.5% |
| 3M | -2.9% | +23.8% | -26.7% | -6.3% |
| 6M | -6.8% | +26.2% | -33.0% | -10.8% |
| YTD | -10.1% | +21.6% | -31.7% | -13.4% |
| 1Y | -14.2% | +11.4% | -25.7% | -16.5% |
| 3Y | -3.3% | +21.3% | -24.5% | -8.6% |
| 5Y | +13.6% | +6.7% | +6.9% | +6.9% |
| All | +147.4% | +16.6% | +130.8% | +115.0% |
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