+17.7%
DBX vs ACM
+104.4%
-86.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -6.3% | +5.1% | -11.4% | -8.2% |
| 30D | -5.9% | +18.7% | -24.5% | -12.2% |
| 3M | -0.4% | +15.5% | -15.8% | -6.2% |
| 6M | +29.8% | +1.2% | +28.6% | +27.8% |
| YTD | +20.5% | -25.2% | +45.8% | +32.0% |
| 1Y | +8.7% | -46.3% | +55.0% | +35.7% |
| 3Y | +25.9% | -9.6% | +35.5% | +25.0% |
| 5Y | +24.2% | +4.4% | +19.8% | +15.5% |
| All | +17.7% | +104.4% | -86.8% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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