-38.6%
DXCM vs AON
+13.7%
-52.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.6% | -3.1% |
| 7D | -6.2% | -3.2% | -3.0% | -5.2% |
| 30D | -0.3% | -11.9% | +11.6% | +3.7% |
| 3M | +10.3% | -2.9% | +13.2% | +11.0% |
| 6M | +24.1% | -6.8% | +31.0% | +26.3% |
| YTD | +27.4% | -10.1% | +37.4% | +30.8% |
| 1Y | +8.4% | -14.2% | +22.6% | +13.1% |
| 3Y | -19.0% | -3.3% | -15.7% | -21.7% |
| 5Y | -38.6% | +13.6% | -52.2% | -52.0% |
| All | -38.6% | +13.7% | -52.3% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling