+211.7%
AEP vs DXCM
+402.7%
-191.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.1% |
| 7D | +2.9% | +4.9% | -2.1% | +2.7% |
| 30D | +3.2% | -0.2% | +3.4% | +3.2% |
| 3M | +3.8% | -8.9% | +12.7% | +4.1% |
| 6M | +2.5% | +42.3% | -39.8% | +0.9% |
| YTD | +15.5% | +25.6% | -10.1% | +14.1% |
| 1Y | +9.6% | +39.5% | -29.9% | +7.8% |
| 3Y | +91.2% | -15.3% | +106.4% | +89.5% |
| 5Y | +88.2% | -48.4% | +136.6% | +88.1% |
| All | +211.7% | +402.7% | -191.1% | +202.6% |
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