-48.5%
DXCM vs AEE
+57.9%
-106.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -3.7% | +3.0% | -6.7% | -4.4% |
| 30D | -5.0% | +11.2% | -16.2% | -7.5% |
| 3M | -8.8% | +7.0% | -15.8% | -10.4% |
| 6M | +31.9% | +5.7% | +26.2% | +29.7% |
| YTD | +20.4% | +16.2% | +4.2% | +14.9% |
| 1Y | +45.7% | +12.0% | +33.7% | +40.6% |
| 3Y | -15.0% | +63.4% | -78.4% | -28.2% |
| 5Y | -48.5% | +56.0% | -104.5% | -54.6% |
| All | -48.5% | +57.9% | -106.3% | -54.6% |
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 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