+304.7%
AJG vs DBX
+22.6%
+282.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | -8.3% | +2.1% | -10.4% | -8.6% |
| 30D | -5.7% | +5.7% | -11.4% | -6.6% |
| 3M | +9.1% | +31.8% | -22.7% | +4.0% |
| 6M | +15.2% | +37.5% | -22.2% | +8.7% |
| YTD | -6.3% | +27.9% | -34.2% | -10.6% |
| 1Y | -19.1% | +15.0% | -34.2% | -21.7% |
| 3Y | +8.2% | +27.2% | -19.0% | +1.0% |
| 5Y | +75.6% | +12.8% | +62.9% | +63.5% |
| All | +304.7% | +22.6% | +282.0% | +239.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling