+11.4%
DBX vs ALC
-12.7%
+24.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -1.0% | -2.7% |
| 7D | -1.3% | -3.7% | +2.4% | -0.9% |
| 30D | -2.9% | -3.7% | +0.9% | -2.4% |
| 3M | +23.8% | +4.6% | +19.3% | +23.5% |
| 6M | +26.2% | -14.6% | +40.8% | +28.6% |
| YTD | +21.6% | -11.9% | +33.5% | +23.0% |
| 1Y | +11.4% | -13.1% | +24.6% | +10.4% |
| All | +11.4% | -12.7% | +24.2% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling