+263.3%
DXCM vs AEM
+369.2%
-105.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.0% |
| 7D | -5.8% | -5.0% | -0.8% | -5.3% |
| 30D | -5.6% | +8.5% | -14.1% | -6.5% |
| 3M | +13.0% | +29.3% | -16.2% | +9.5% |
| 6M | +24.7% | -12.9% | +37.6% | +26.2% |
| YTD | +27.3% | +16.8% | +10.6% | +24.4% |
| 1Y | +11.2% | +29.8% | -18.6% | +7.0% |
| 3Y | -19.0% | +336.7% | -355.7% | -34.1% |
| 5Y | -38.5% | +299.9% | -338.4% | -50.1% |
| All | +263.3% | +369.2% | -105.9% | +189.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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