+8.6%
AEIS vs RGEN
+19.5%
-10.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | 0.0% | -11.1% | -11.1% |
| 7D | -12.7% | -3.5% | -9.2% | -12.2% |
| 30D | -28.8% | -6.0% | -22.9% | -28.3% |
| 3M | -38.0% | +19.0% | -57.0% | -39.9% |
| 6M | -45.3% | +50.7% | -96.1% | -50.2% |
| YTD | +1.1% | +8.8% | -7.6% | +6.0% |
| 1Y | +8.6% | +21.3% | -12.7% | +9.2% |
| All | +8.6% | +19.5% | -10.9% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling