+2,320.5%
AEP vs RGEN
+1,626.2%
+694.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.1% |
| 7D | +0.7% | -3.1% | +3.9% | +0.8% |
| 30D | +4.8% | +0.1% | +4.7% | +4.8% |
| 3M | +5.4% | +4.8% | +0.6% | +5.2% |
| 6M | +0.4% | +48.9% | -48.6% | -0.3% |
| YTD | +15.5% | +5.3% | +10.2% | +15.2% |
| 1Y | +8.5% | +12.5% | -4.0% | +8.2% |
| 3Y | +84.6% | +17.0% | +67.6% | +83.2% |
| 5Y | +86.9% | -35.4% | +122.3% | +86.3% |
| 10Y | +205.1% | +434.6% | -229.4% | +195.5% |
| All | +2,320.5% | +1,626.2% | +694.3% | +2,120.5% |
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