+2,637.6%
DXCM vs AEE
+429.5%
+2,208.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -9.2% | +0.2% | -9.4% | -9.3% |
| 30D | -6.5% | +9.7% | -16.2% | -10.8% |
| 3M | -10.3% | +5.8% | -16.1% | -13.0% |
| 6M | +35.4% | +4.5% | +31.0% | +31.6% |
| YTD | +21.1% | +15.8% | +5.2% | +11.2% |
| 1Y | +38.2% | +10.8% | +27.5% | +29.7% |
| 3Y | -14.6% | +62.8% | -77.4% | -35.8% |
| 5Y | -49.6% | +56.1% | -105.7% | -61.9% |
| 10Y | +393.1% | +216.4% | +176.7% | +118.5% |
| All | +2,637.6% | +429.5% | +2,208.1% | +576.1% |
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