-38.6%
DXCM vs AEE
+43.4%
-82.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.0% | -4.8% | -4.1% |
| 7D | -6.2% | +1.3% | -7.5% | -6.6% |
| 30D | -0.3% | -1.2% | +1.0% | 0.0% |
| 3M | +10.3% | +1.0% | +9.3% | +10.0% |
| 6M | +24.1% | -2.3% | +26.4% | +24.6% |
| YTD | +27.4% | +9.1% | +18.2% | +23.6% |
| 1Y | +8.4% | +10.6% | -2.2% | +4.5% |
| 3Y | -19.0% | +48.5% | -67.5% | -29.4% |
| 5Y | -38.6% | +39.9% | -78.4% | -44.8% |
| All | -38.6% | +43.4% | -82.0% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling