+2,894.9%
DXCM vs AEE
+394.2%
+2,500.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -3.2% | +0.3% | -3.5% | -3.4% |
| 30D | +6.3% | -2.3% | +8.6% | +7.5% |
| 3M | +21.1% | +0.2% | +20.9% | +20.6% |
| 6M | +20.6% | -4.7% | +25.3% | +22.8% |
| YTD | +32.4% | +8.1% | +24.3% | +26.1% |
| 1Y | +8.8% | +8.5% | +0.3% | +3.1% |
| 3Y | -13.7% | +48.9% | -62.6% | -32.5% |
| 5Y | -35.2% | +39.9% | -75.1% | -48.2% |
| 10Y | +281.8% | +186.5% | +95.3% | +79.1% |
| All | +2,894.9% | +394.2% | +2,500.7% | +667.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling