+22.3%
DBX vs AEIS
+323.4%
-301.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -3.0% |
| 7D | -2.4% | +3.0% | -5.4% | -3.1% |
| 30D | -0.5% | -14.6% | +14.2% | +2.5% |
| 3M | +28.1% | -12.4% | +40.5% | +27.8% |
| 6M | +33.1% | -15.0% | +48.1% | +31.0% |
| YTD | +25.3% | +34.3% | -9.0% | +6.9% |
| 1Y | +18.3% | +87.4% | -69.0% | -9.9% |
| 3Y | +25.0% | +139.8% | -114.8% | -15.4% |
| 5Y | +7.5% | +220.7% | -213.2% | -35.2% |
| All | +22.3% | +323.4% | -301.1% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling