+17.7%
DBX vs AEIS
+244.8%
-227.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | -6.3% | +23.2% | -29.5% | -10.4% |
| 30D | -5.9% | -17.0% | +11.1% | -3.4% |
| 3M | -0.4% | -32.2% | +31.8% | +5.7% |
| 6M | +29.8% | -32.6% | +62.4% | +33.9% |
| YTD | +20.5% | +9.4% | +11.2% | +5.3% |
| 1Y | +8.7% | +7.7% | +1.0% | -5.0% |
| 3Y | +25.9% | +157.9% | -132.0% | -19.8% |
| 5Y | +24.2% | +154.8% | -130.6% | -22.7% |
| All | +17.7% | +244.8% | -227.2% | -43.3% |
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