+29.8%
AEM vs RGEN
+39.1%
-9.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -5.0% | -2.9% | -2.1% | -4.3% |
| 30D | +8.5% | -0.1% | +8.5% | +8.7% |
| 3M | +29.3% | +25.9% | +3.3% | +22.4% |
| 6M | -12.9% | +35.2% | -48.1% | -19.9% |
| YTD | +16.8% | +0.5% | +16.3% | +17.0% |
| 1Y | +29.8% | +37.0% | -7.1% | +26.9% |
| All | +29.8% | +39.1% | -9.3% | +26.9% |
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