+2,766.8%
AEIS vs RGEN
+10,213.8%
-7,447.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.5% |
| 7D | +3.0% | -4.9% | +7.9% | +3.6% |
| 30D | -14.6% | +5.7% | -20.3% | -15.3% |
| 3M | -12.4% | +32.4% | -44.9% | -15.7% |
| 6M | -15.0% | +33.2% | -48.1% | -18.5% |
| YTD | +34.3% | +2.3% | +32.0% | +32.8% |
| 1Y | +87.4% | +39.0% | +48.4% | +78.5% |
| 3Y | +139.8% | -4.6% | +144.4% | +135.8% |
| 5Y | +220.7% | -42.7% | +263.4% | +227.7% |
| 10Y | +531.6% | +433.6% | +98.0% | +415.0% |
| All | +2,766.8% | +10,213.8% | -7,447.0% | +1,421.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling