+2,623.0%
DXCM vs AEM
+1,694.7%
+928.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.1% | +3.7% | -0.9% |
| 7D | -3.7% | +13.9% | -17.5% | -5.0% |
| 30D | -5.0% | +0.8% | -5.7% | -5.2% |
| 3M | -8.8% | +5.8% | -14.6% | -9.6% |
| 6M | +31.9% | -1.0% | +32.8% | +31.0% |
| YTD | +20.4% | +13.1% | +7.3% | +17.6% |
| 1Y | +45.7% | +14.4% | +31.3% | +42.1% |
| 3Y | -15.0% | +325.7% | -340.7% | -29.3% |
| 5Y | -48.5% | +273.7% | -322.2% | -57.0% |
| 10Y | +411.2% | +390.1% | +21.1% | +303.2% |
| All | +2,623.0% | +1,694.7% | +928.3% | +1,489.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling