+41.6%
AA vs RGEN
+415.2%
-373.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -1.9% |
| 7D | +0.5% | -3.3% | +3.8% | +1.4% |
| 30D | -0.6% | -5.8% | +5.3% | +0.8% |
| 3M | -19.7% | +0.2% | -19.8% | -20.3% |
| 6M | -41.6% | +56.8% | -98.3% | -48.7% |
| YTD | -24.6% | +2.4% | -27.0% | -26.7% |
| 1Y | +4.9% | +11.4% | -6.6% | -0.1% |
| 3Y | +66.8% | +15.2% | +51.7% | +52.3% |
| 5Y | -19.4% | -35.1% | +15.7% | -20.9% |
| All | +41.6% | +415.2% | -373.6% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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