+743.3%
AEP vs DXCM
+2,529.5%
-1,786.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.0% | +5.8% | +0.2% |
| 7D | -2.8% | -3.5% | +0.7% | -2.6% |
| 30D | +3.6% | -5.8% | +9.4% | +4.0% |
| 3M | +1.8% | -4.3% | +6.1% | +1.9% |
| 6M | -3.1% | +31.6% | -34.7% | -5.2% |
| YTD | +12.2% | +19.6% | -7.4% | +10.4% |
| 1Y | +9.1% | +36.9% | -27.7% | +6.3% |
| 3Y | +77.9% | -16.3% | +94.2% | +75.5% |
| 5Y | +78.1% | -50.0% | +128.1% | +79.4% |
| 10Y | +187.8% | +413.2% | -225.4% | +135.9% |
| All | +743.3% | +2,529.5% | -1,786.2% | +424.4% |
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 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