+2,894.9%
DXCM vs AEIS
+2,908.2%
-13.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.8% |
| 7D | -3.2% | +3.0% | -6.2% | -4.2% |
| 30D | +6.3% | -14.6% | +21.0% | +11.0% |
| 3M | +21.1% | -12.4% | +33.5% | +21.3% |
| 6M | +20.6% | -15.0% | +35.5% | +19.8% |
| YTD | +32.4% | +34.3% | -1.9% | +11.8% |
| 1Y | +8.8% | +87.4% | -78.5% | -19.3% |
| 3Y | -13.7% | +139.8% | -153.5% | -44.1% |
| 5Y | -35.2% | +220.7% | -255.9% | -62.8% |
| 10Y | +281.8% | +531.6% | -249.8% | +47.4% |
| All | +2,894.9% | +2,908.2% | -13.3% | +452.3% |
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