+47.7%
DBX vs ALC
+30.3%
+17.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | 0.0% |
| 7D | -7.3% | +2.3% | -9.7% | -8.2% |
| 30D | -5.7% | +15.5% | -21.2% | -11.1% |
| 3M | -6.3% | +0.6% | -6.9% | -6.8% |
| 6M | +12.1% | +18.4% | -6.3% | +4.2% |
| YTD | +16.5% | -5.6% | +22.1% | +17.6% |
| 1Y | +6.1% | 0.0% | +6.0% | +4.1% |
| 3Y | +21.8% | +2.8% | +18.9% | +13.6% |
| 5Y | +19.1% | -8.8% | +27.9% | +15.7% |
| All | +47.7% | +30.3% | +17.4% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling