+738.6%
APH vs DBX
+20.1%
+718.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.4% |
| 7D | +5.0% | -2.4% | +7.4% | +5.5% |
| 30D | -3.9% | -0.5% | -3.4% | -4.0% |
| 3M | +13.0% | +28.1% | -15.1% | +6.1% |
| 6M | +25.2% | +33.1% | -7.9% | +15.2% |
| YTD | +22.9% | +25.3% | -2.4% | +14.7% |
| 1Y | +47.8% | +18.3% | +29.5% | +39.4% |
| 3Y | +283.0% | +25.0% | +258.0% | +248.2% |
| 5Y | +349.7% | +7.5% | +342.1% | +311.4% |
| All | +738.6% | +20.1% | +718.5% | +572.3% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling