+7.0%
DXCM vs AEM
+31.8%
-24.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.8% |
| 7D | -6.5% | +3.0% | -9.5% | -6.5% |
| 30D | -4.3% | +12.5% | -16.8% | -4.6% |
| 3M | +7.3% | +26.9% | -19.7% | +7.2% |
| 6M | +22.0% | -9.4% | +31.5% | +27.1% |
| YTD | +26.4% | +20.3% | +6.1% | +30.4% |
| 1Y | +7.0% | +33.8% | -26.8% | +23.6% |
| All | +7.0% | +31.8% | -24.9% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling