+393.1%
DXCM vs AEM
+380.6%
+12.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.8% |
| 7D | -9.2% | +1.4% | -10.6% | -9.4% |
| 30D | -6.5% | -1.2% | -5.3% | -6.5% |
| 3M | -10.3% | +2.5% | -12.8% | -10.8% |
| 6M | +35.4% | -5.1% | +40.5% | +35.5% |
| YTD | +21.1% | +10.4% | +10.7% | +18.6% |
| 1Y | +38.2% | +11.8% | +26.4% | +35.2% |
| 3Y | -14.6% | +315.6% | -330.2% | -30.8% |
| 5Y | -49.6% | +266.3% | -315.8% | -59.1% |
| 10Y | +393.1% | +427.4% | -34.3% | +285.9% |
| All | +393.1% | +380.6% | +12.5% | +285.9% |
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