-49.6%
DXCM vs AON
+17.2%
-66.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -9.2% | -2.4% | -6.8% | -8.4% |
| 30D | -6.5% | +22.8% | -29.3% | -12.4% |
| 3M | -10.3% | -5.3% | -4.9% | -8.9% |
| 6M | +35.4% | +8.4% | +27.1% | +31.4% |
| YTD | +21.1% | -3.9% | +25.0% | +21.5% |
| 1Y | +38.2% | -3.1% | +41.3% | +38.2% |
| 3Y | -14.6% | +3.0% | -17.5% | -18.4% |
| 5Y | -49.6% | +16.7% | -66.3% | -59.6% |
| All | -49.6% | +17.2% | -66.8% | -59.6% |
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