+335.2%
AEIS vs RGEN
+415.2%
-80.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.7% | -4.2% |
| 7D | +11.5% | -3.3% | +14.8% | +12.9% |
| 30D | -15.8% | -5.8% | -9.9% | -13.6% |
| 3M | -33.3% | +0.2% | -33.5% | -33.8% |
| 6M | -35.2% | +56.8% | -92.0% | -46.2% |
| YTD | +5.0% | +2.4% | +2.6% | +0.9% |
| 1Y | +8.5% | +11.4% | -3.0% | +1.0% |
| 3Y | +152.9% | +15.2% | +137.7% | +120.5% |
| 5Y | +144.6% | -35.1% | +179.7% | +142.8% |
| All | +335.2% | +415.2% | -80.0% | +89.3% |
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