+2,162.5%
AEIS vs RGEN
+10,606.5%
-8,443.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +1.4% |
| 7D | -6.9% | -2.4% | -4.5% | -6.5% |
| 30D | -23.2% | +0.1% | -23.3% | -23.1% |
| 3M | -29.5% | +6.6% | -36.1% | -30.1% |
| 6M | -37.9% | +40.9% | -78.8% | -40.8% |
| YTD | +6.0% | +6.2% | -0.2% | +4.3% |
| 1Y | +1.2% | +19.4% | -18.2% | -1.8% |
| 3Y | +150.0% | +17.9% | +132.0% | +140.5% |
| 5Y | +141.9% | -34.0% | +175.9% | +143.4% |
| 10Y | +356.2% | +453.9% | -97.7% | +270.4% |
| All | +2,162.5% | +10,606.5% | -8,443.9% | +1,094.4% |
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