+23.2%
DBX vs ALC
-11.2%
+34.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.3% |
| 7D | -4.4% | +4.9% | -9.3% | -6.1% |
| 30D | +4.8% | +19.0% | -14.2% | -2.0% |
| 3M | +0.3% | +7.8% | -7.4% | -2.7% |
| 6M | +40.4% | +14.6% | +25.8% | +32.5% |
| YTD | +24.7% | -4.4% | +29.1% | +25.4% |
| 1Y | +20.9% | +1.4% | +19.5% | +18.2% |
| 3Y | +34.5% | +2.5% | +32.0% | +24.0% |
| All | +23.2% | -11.2% | +34.4% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling