-19.0%
DXCM vs AEM
+349.6%
-368.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.8% |
| 7D | -6.2% | +4.3% | -10.6% | -6.4% |
| 30D | -0.3% | +13.1% | -13.4% | -1.0% |
| 3M | +10.3% | +24.8% | -14.5% | +9.0% |
| 6M | +24.1% | -8.2% | +32.4% | +26.5% |
| YTD | +27.4% | +19.8% | +7.5% | +26.9% |
| 1Y | +8.4% | +32.1% | -23.7% | +7.0% |
| 3Y | -19.0% | +348.2% | -367.2% | -36.1% |
| All | -19.0% | +349.6% | -368.6% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling