+728.3%
APH vs DBX
+16.6%
+711.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.6% |
| 7D | +0.2% | -1.3% | +1.5% | +0.5% |
| 30D | -3.3% | -2.9% | -0.5% | -3.0% |
| 3M | +14.0% | +23.8% | -9.8% | +7.9% |
| 6M | +24.4% | +26.2% | -1.8% | +16.0% |
| YTD | +21.4% | +21.6% | -0.2% | +14.1% |
| 1Y | +48.9% | +11.4% | +37.5% | +42.5% |
| 3Y | +290.1% | +21.3% | +268.8% | +257.0% |
| 5Y | +352.8% | +6.7% | +346.2% | +315.0% |
| All | +728.3% | +16.6% | +711.7% | +568.3% |
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 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