+91.2%
AEP vs RGEN
+18.5%
+72.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.1% |
| 7D | +0.7% | -3.1% | +3.9% | +0.7% |
| 30D | +4.8% | +0.1% | +4.7% | +4.8% |
| 3M | +5.4% | +4.8% | +0.6% | +5.3% |
| 6M | +0.4% | +48.9% | -48.6% | +0.5% |
| YTD | +15.5% | +5.3% | +10.2% | +15.3% |
| 1Y | +8.5% | +12.5% | -4.0% | +8.4% |
| All | +91.2% | +18.5% | +72.7% | +84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling