+8.5%
AEIS vs RGEN
+8.1%
+0.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.7% | -4.1% |
| 7D | +11.5% | -3.3% | +14.8% | +12.3% |
| 30D | -15.8% | -5.8% | -9.9% | -14.4% |
| 3M | -33.3% | +0.2% | -33.5% | -33.2% |
| 6M | -35.2% | +56.8% | -92.0% | -42.2% |
| YTD | +5.0% | +2.4% | +2.6% | +15.3% |
| 1Y | +8.5% | +11.4% | -3.0% | +13.0% |
| All | +8.5% | +8.1% | +0.4% | +13.0% |
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