+34.8%
AIG vs DBX
+27.0%
+7.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.3% |
| 7D | -1.2% | +2.1% | -3.3% | -1.4% |
| 30D | -1.1% | +5.7% | -6.8% | -1.7% |
| 3M | +0.7% | +31.8% | -31.1% | -2.1% |
| 6M | -2.2% | +37.5% | -39.6% | -5.5% |
| YTD | -10.8% | +27.9% | -38.8% | -13.3% |
| 1Y | -2.0% | +15.0% | -17.1% | -3.8% |
| 3Y | +34.8% | +27.2% | +7.7% | +24.8% |
| All | +34.8% | +27.0% | +7.8% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling