+260.9%
DXCM vs AEE
+186.8%
+74.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.6% |
| 7D | -6.5% | +1.1% | -7.5% | -6.8% |
| 30D | -4.3% | 0.0% | -4.3% | -4.4% |
| 3M | +7.3% | -0.9% | +8.2% | +7.5% |
| 6M | +22.0% | -2.4% | +24.4% | +22.5% |
| YTD | +26.4% | +8.6% | +17.7% | +22.7% |
| 1Y | +7.0% | +10.2% | -3.2% | +3.2% |
| 3Y | -19.6% | +47.8% | -67.4% | -30.0% |
| 5Y | -39.3% | +40.1% | -79.4% | -46.3% |
| 10Y | +260.9% | +195.0% | +65.9% | +139.6% |
| All | +260.9% | +186.8% | +74.1% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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