-49.1%
DXCM vs AEM
+319.1%
-368.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.8% | -2.7% | +1.6% |
| 7D | -4.4% | +17.8% | -22.2% | -6.1% |
| 30D | -3.6% | +6.2% | -9.8% | -4.4% |
| 3M | -4.3% | +12.5% | -16.9% | -6.0% |
| 6M | +33.8% | +4.4% | +29.3% | +32.7% |
| YTD | +22.1% | +19.2% | +2.9% | +18.9% |
| 1Y | +47.4% | +25.5% | +21.9% | +42.4% |
| 3Y | -12.3% | +346.4% | -358.7% | -33.8% |
| 5Y | -49.1% | +305.7% | -354.8% | -59.8% |
| All | -49.1% | +319.1% | -368.2% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling