+11.2%
DBX vs AEE
+38.5%
-27.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.6% | +1.4% |
| 7D | -1.8% | -0.7% | -1.1% | -1.8% |
| 30D | +2.8% | -2.0% | +4.8% | +3.0% |
| 3M | +26.8% | -2.8% | +29.6% | +27.0% |
| 6M | +32.8% | -3.6% | +36.3% | +33.0% |
| YTD | +26.1% | +7.3% | +18.8% | +24.2% |
| 1Y | +14.1% | +8.7% | +5.4% | +12.2% |
| 3Y | +25.7% | +46.0% | -20.3% | +17.8% |
| 5Y | +11.2% | +39.8% | -28.6% | +4.6% |
| All | +11.2% | +38.5% | -27.4% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 5y: compounded portfolio wealth divided by compounded AEE 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…
5y analysis · Full analysis span regression · 6 months rolling