+87.4%
AEIS vs RGEN
+45.2%
+42.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.6% |
| 7D | +3.0% | -4.9% | +7.9% | +4.0% |
| 30D | -14.6% | +5.7% | -20.3% | -15.6% |
| 3M | -12.4% | +32.4% | -44.9% | -18.4% |
| 6M | -15.0% | +33.2% | -48.1% | -21.7% |
| YTD | +34.3% | +2.3% | +32.0% | +37.4% |
| 1Y | +87.4% | +39.0% | +48.4% | +73.4% |
| All | +87.4% | +45.2% | +42.2% | +73.4% |
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 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