+8.3%
AEP vs DXCM
+40.2%
-31.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.2% |
| 7D | +2.5% | -3.6% | +6.1% | +2.3% |
| 30D | +3.4% | -4.3% | +7.7% | +3.3% |
| 3M | +4.2% | -10.4% | +14.6% | +4.0% |
| 6M | -0.8% | +33.1% | -33.9% | -0.3% |
| YTD | +15.2% | +22.6% | -7.4% | +14.1% |
| 1Y | +8.3% | +36.5% | -28.2% | +4.6% |
| All | +8.3% | +40.2% | -31.8% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling