+384.5%
DXCM vs AON
+233.0%
+151.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +1.8% |
| 7D | +4.9% | +1.0% | +3.9% | +4.5% |
| 30D | -0.2% | +23.2% | -23.3% | -7.6% |
| 3M | -8.9% | -5.0% | -3.9% | -7.5% |
| 6M | +42.3% | +9.3% | +32.9% | +36.8% |
| YTD | +25.6% | -3.4% | +29.0% | +25.6% |
| 1Y | +39.5% | -2.9% | +42.4% | +39.2% |
| 3Y | -15.3% | +3.6% | -18.9% | -20.6% |
| 5Y | -48.4% | +16.9% | -65.3% | -55.1% |
| All | +384.5% | +233.0% | +151.6% | +169.5% |
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