+554.7%
AEIS vs RGEN
+402.3%
+152.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.4% |
| 7D | +6.5% | -4.6% | +11.0% | +8.2% |
| 30D | -9.2% | +1.2% | -10.3% | -9.7% |
| 3M | -8.3% | +26.8% | -35.2% | -17.1% |
| 6M | -6.3% | +29.1% | -35.4% | -16.9% |
| YTD | +36.5% | +0.7% | +35.8% | +32.5% |
| 1Y | +84.8% | +39.1% | +45.7% | +58.5% |
| 3Y | +176.6% | +2.2% | +174.3% | +150.5% |
| 5Y | +237.1% | -44.0% | +281.1% | +253.9% |
| 10Y | +554.7% | +412.7% | +141.9% | +190.1% |
| All | +554.7% | +402.3% | +152.4% | +190.1% |
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