+15.6%
AGG vs DBX
+20.9%
-5.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.7% |
| 7D | -0.9% | -1.8% | +0.9% | -0.9% |
| 30D | -1.0% | +2.8% | -3.8% | -1.0% |
| 3M | -1.3% | +26.8% | -28.1% | -1.6% |
| 6M | -2.1% | +32.8% | -34.8% | -2.4% |
| YTD | -1.2% | +26.1% | -27.3% | -1.5% |
| 1Y | -0.5% | +14.1% | -14.6% | -0.7% |
| 3Y | +12.4% | +25.7% | -13.3% | +11.9% |
| 5Y | -2.4% | +11.2% | -13.6% | -3.1% |
| All | +15.6% | +20.9% | -5.2% | +14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling