+2,142.0%
AEIS vs RGEN
+10,225.5%
-8,083.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.7% | -4.1% |
| 7D | +11.5% | -3.3% | +14.8% | +12.0% |
| 30D | -15.8% | -5.8% | -9.9% | -15.0% |
| 3M | -33.3% | +0.2% | -33.5% | -33.4% |
| 6M | -35.2% | +56.8% | -92.0% | -39.0% |
| YTD | +5.0% | +2.4% | +2.6% | +3.8% |
| 1Y | +8.5% | +11.4% | -3.0% | +6.1% |
| 3Y | +152.9% | +15.2% | +137.7% | +144.0% |
| 5Y | +144.6% | -35.1% | +179.7% | +146.7% |
| 10Y | +337.1% | +419.6% | -82.5% | +257.3% |
| All | +2,142.0% | +10,225.5% | -8,083.5% | +1,088.6% |
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