-2.6%
AGG vs DBX
+11.7%
-14.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.1% |
| 7D | -1.1% | +2.1% | -3.1% | -1.1% |
| 30D | -1.1% | +5.7% | -6.9% | -1.3% |
| 3M | -1.9% | +31.8% | -33.7% | -2.5% |
| 6M | -1.7% | +37.5% | -39.2% | -2.5% |
| YTD | -1.3% | +27.9% | -29.2% | -1.9% |
| 1Y | -0.7% | +15.0% | -15.8% | -1.1% |
| 3Y | +12.5% | +27.2% | -14.7% | +11.4% |
| All | -2.6% | +11.7% | -14.3% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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