+309.7%
AJG vs DBX
+20.9%
+288.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | -8.5% | -1.8% | -6.7% | -8.2% |
| 30D | -3.8% | +2.8% | -6.6% | -4.3% |
| 3M | +10.8% | +26.8% | -15.9% | +6.4% |
| 6M | +15.6% | +32.8% | -17.2% | +9.7% |
| YTD | -5.1% | +26.1% | -31.2% | -9.3% |
| 1Y | -16.0% | +14.1% | -30.2% | -18.6% |
| 3Y | +9.7% | +25.7% | -16.0% | +2.6% |
| 5Y | +77.8% | +11.2% | +66.7% | +65.9% |
| All | +309.7% | +20.9% | +288.8% | +244.2% |
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