+2,605.6%
DXCM vs AEIS
+2,009.8%
+595.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.1% | -12.1% | -7.8% |
| 7D | -3.5% | -11.3% | +7.8% | -1.0% |
| 30D | -5.8% | -32.6% | +26.8% | +4.4% |
| 3M | -4.3% | -39.2% | +34.8% | +7.9% |
| 6M | +31.6% | -45.4% | +76.9% | +47.7% |
| YTD | +19.6% | -5.8% | +25.5% | +9.7% |
| 1Y | +36.9% | -10.0% | +46.9% | +27.2% |
| 3Y | -16.3% | +121.2% | -137.4% | -46.2% |
| 5Y | -50.0% | +110.6% | -160.7% | -68.0% |
| 10Y | +413.2% | +326.6% | +86.5% | +118.8% |
| All | +2,605.6% | +2,009.8% | +595.8% | +442.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling