+23.1%
DBX vs AEIS
+312.6%
-289.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.5% | +2.2% |
| 7D | -1.8% | -0.2% | -1.6% | -1.9% |
| 30D | +2.8% | -16.4% | +19.3% | +6.4% |
| 3M | +26.8% | -11.1% | +37.9% | +26.1% |
| 6M | +32.8% | -12.0% | +44.8% | +29.4% |
| YTD | +26.1% | +30.9% | -4.8% | +8.1% |
| 1Y | +14.1% | +74.3% | -60.2% | -11.4% |
| 3Y | +25.7% | +165.2% | -139.5% | -17.7% |
| 5Y | +11.2% | +220.0% | -208.9% | -33.1% |
| All | +23.1% | +312.6% | -289.5% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AEIS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling