+3,594.0%
AEM vs RGEN
+1,576.0%
+2,018.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -0.5% | -4.9% | +4.4% | -0.4% |
| 30D | +24.0% | +5.7% | +18.3% | +23.9% |
| 3M | +16.1% | +32.4% | -16.4% | +15.5% |
| 6M | -11.6% | +33.2% | -44.8% | -12.1% |
| YTD | +21.5% | +2.3% | +19.3% | +21.4% |
| 1Y | +39.2% | +39.0% | +0.2% | +38.4% |
| 3Y | +347.4% | -4.6% | +352.1% | +345.8% |
| 5Y | +290.1% | -42.7% | +332.8% | +289.8% |
| 10Y | +357.8% | +433.6% | -75.8% | +348.4% |
| All | +3,594.0% | +1,576.0% | +2,018.0% | +3,634.9% |
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 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