+22.3%
DBX vs AEE
+144.2%
-121.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -2.4% | +0.3% | -2.8% | -2.5% |
| 30D | -0.5% | -2.3% | +1.8% | -0.1% |
| 3M | +28.1% | +0.2% | +27.8% | +27.9% |
| 6M | +33.1% | -4.7% | +37.8% | +33.8% |
| YTD | +25.3% | +8.1% | +17.2% | +23.0% |
| 1Y | +18.3% | +8.5% | +9.8% | +16.1% |
| 3Y | +25.0% | +48.9% | -23.9% | +15.0% |
| 5Y | +7.5% | +39.9% | -32.4% | -0.5% |
| All | +22.3% | +144.2% | -121.9% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling