+373.3%
DXCM vs AON
+228.1%
+145.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | -3.6% | -3.2% | -0.4% | -2.4% |
| 30D | -4.3% | +21.7% | -26.0% | -11.0% |
| 3M | -10.4% | -5.1% | -5.2% | -8.9% |
| 6M | +33.1% | +5.9% | +27.2% | +29.6% |
| YTD | +22.6% | -4.8% | +27.4% | +23.4% |
| 1Y | +36.5% | -4.1% | +40.6% | +36.8% |
| 3Y | -13.5% | +2.0% | -15.5% | -18.4% |
| 5Y | -49.6% | +15.2% | -64.8% | -55.9% |
| All | +373.3% | +228.1% | +145.1% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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