+260.9%
DXCM vs AEIS
+545.5%
-284.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -6.5% | +6.5% | -12.9% | -8.0% |
| 30D | -4.3% | -9.2% | +4.9% | -2.5% |
| 3M | +7.3% | -8.3% | +15.6% | +6.2% |
| 6M | +22.0% | -6.3% | +28.4% | +18.1% |
| YTD | +26.4% | +36.5% | -10.1% | +8.7% |
| 1Y | +7.0% | +84.8% | -77.8% | -17.1% |
| 3Y | -19.6% | +176.6% | -196.2% | -47.3% |
| 5Y | -39.3% | +237.1% | -276.4% | -63.3% |
| 10Y | +260.9% | +554.7% | -293.7% | +44.7% |
| All | +260.9% | +545.5% | -284.6% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling