+6.6%
AEM vs RGEN
+8.1%
-1.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.2% |
| 7D | -6.8% | -3.3% | -3.6% | -5.9% |
| 30D | +0.8% | -5.8% | +6.7% | +2.4% |
| 3M | -0.8% | +0.2% | -1.0% | -1.6% |
| 6M | -8.5% | +56.8% | -65.3% | -20.2% |
| YTD | +5.9% | +2.4% | +3.5% | +10.6% |
| 1Y | +6.6% | +11.4% | -4.8% | +7.9% |
| All | +6.6% | +8.1% | -1.5% | +7.9% |
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