+373.3%
DXCM vs AEIS
+350.2%
+23.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | -3.6% | +23.2% | -26.9% | -8.4% |
| 30D | -4.3% | -17.0% | +12.7% | -1.3% |
| 3M | -10.4% | -32.2% | +21.8% | -3.9% |
| 6M | +33.1% | -32.6% | +65.7% | +38.6% |
| YTD | +22.6% | +9.4% | +13.3% | +9.0% |
| 1Y | +36.5% | +7.7% | +28.9% | +21.8% |
| 3Y | -13.5% | +157.9% | -171.4% | -44.0% |
| 5Y | -49.6% | +154.8% | -204.4% | -68.0% |
| All | +373.3% | +350.2% | +23.0% | +105.8% |
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