-66.0%
AAL vs DXCM
+256.6%
-322.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.2% | -1.1% |
| 7D | -0.3% | -6.2% | +5.9% | +0.7% |
| 30D | -19.0% | -0.3% | -18.7% | -19.0% |
| 3M | -5.1% | +10.3% | -15.4% | -6.8% |
| 6M | +15.5% | +24.1% | -8.7% | +11.1% |
| YTD | -15.8% | +27.4% | -43.1% | -19.4% |
| 1Y | -0.3% | +8.4% | -8.7% | -2.6% |
| 3Y | -7.7% | -19.0% | +11.3% | -9.2% |
| 5Y | -32.5% | -38.6% | +6.1% | -33.8% |
| 10Y | -66.0% | +252.9% | -318.9% | -70.9% |
| All | -66.0% | +256.6% | -322.6% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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