-65.4%
AAL vs DXCM
+421.6%
-487.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.1% | +5.3% | +7.1% |
| 7D | +8.3% | -4.4% | +12.6% | +9.1% |
| 30D | +11.0% | -3.6% | +14.6% | +11.6% |
| 3M | -11.2% | -4.3% | -6.8% | -10.7% |
| 6M | +6.1% | +33.8% | -27.7% | +0.7% |
| YTD | -7.6% | +22.1% | -29.8% | -11.1% |
| 1Y | +3.7% | +47.4% | -43.7% | -3.0% |
| 3Y | +20.5% | -12.3% | +32.8% | +17.5% |
| 5Y | -36.4% | -49.1% | +12.7% | -36.7% |
| 10Y | -65.4% | +423.1% | -488.6% | -71.4% |
| All | -65.4% | +421.6% | -487.1% | -71.4% |
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