+21.7%
DBX vs ACGL
+302.0%
-280.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -2.3% |
| 7D | -4.4% | +0.9% | -5.3% | -4.6% |
| 30D | +4.8% | +13.7% | -9.0% | +1.2% |
| 3M | +0.3% | +8.0% | -7.7% | -1.8% |
| 6M | +40.4% | +13.3% | +27.1% | +35.7% |
| YTD | +24.7% | +11.8% | +12.8% | +20.5% |
| 1Y | +20.9% | +22.2% | -1.3% | +14.1% |
| 3Y | +34.5% | +32.5% | +2.0% | +22.3% |
| 5Y | +24.6% | +160.2% | -135.6% | -7.9% |
| All | +21.7% | +302.0% | -280.3% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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