+752.0%
AEP vs DXCM
+2,546.4%
-1,794.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -1.6% | -3.7% | +2.1% | -1.3% |
| 30D | +4.1% | -5.0% | +9.1% | +4.4% |
| 3M | +4.1% | -8.8% | +12.9% | +4.6% |
| 6M | -1.0% | +31.9% | -32.9% | -3.1% |
| YTD | +13.4% | +20.4% | -7.0% | +11.5% |
| 1Y | +6.7% | +45.7% | -39.0% | +3.6% |
| 3Y | +81.3% | -15.0% | +96.3% | +78.6% |
| 5Y | +80.1% | -48.5% | +128.6% | +81.1% |
| 10Y | +200.9% | +411.2% | -210.4% | +146.8% |
| All | +752.0% | +2,546.4% | -1,794.4% | +429.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling