+2,623.0%
DXCM vs AEE
+431.4%
+2,191.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -3.7% | +3.0% | -6.7% | -5.0% |
| 30D | -5.0% | +11.2% | -16.2% | -9.9% |
| 3M | -8.8% | +7.0% | -15.8% | -12.1% |
| 6M | +31.9% | +5.7% | +26.2% | +27.3% |
| YTD | +20.4% | +16.2% | +4.2% | +10.4% |
| 1Y | +45.7% | +12.0% | +33.7% | +36.0% |
| 3Y | -15.0% | +63.4% | -78.4% | -36.3% |
| 5Y | -48.5% | +56.0% | -104.5% | -61.1% |
| 10Y | +411.2% | +217.4% | +193.9% | +126.2% |
| All | +2,623.0% | +431.4% | +2,191.6% | +571.3% |
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