+2,662.2%
DXCM vs AEIS
+2,248.5%
+413.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +11.3% | -9.2% | -1.4% |
| 7D | -4.4% | +1.0% | -5.3% | -5.8% |
| 30D | -3.6% | -24.0% | +20.4% | +2.9% |
| 3M | -4.3% | -32.5% | +28.2% | +4.4% |
| 6M | +33.8% | -38.6% | +72.3% | +44.6% |
| YTD | +22.1% | +4.8% | +17.3% | +8.2% |
| 1Y | +47.4% | +1.3% | +46.1% | +31.8% |
| 3Y | -12.3% | +159.2% | -171.5% | -46.5% |
| 5Y | -49.1% | +140.8% | -189.9% | -68.8% |
| 10Y | +423.1% | +349.8% | +73.3% | +119.9% |
| All | +2,662.2% | +2,248.5% | +413.7% | +434.8% |
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 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