+179.7%
AEIS vs RGEN
-0.1%
+179.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.6% |
| 7D | +8.1% | -0.9% | +9.0% | +8.4% |
| 30D | -11.1% | +2.8% | -14.0% | -12.1% |
| 3M | -5.6% | +34.5% | -40.1% | -15.6% |
| 6M | -0.6% | +40.5% | -41.1% | -13.6% |
| YTD | +38.0% | +2.8% | +35.2% | +34.5% |
| 1Y | +87.2% | +39.6% | +47.6% | +62.3% |
| 3Y | +179.7% | +4.4% | +175.3% | +164.5% |
| All | +179.7% | -0.1% | +179.7% | +164.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling