+2,319.9%
AEP vs RGEN
+1,577.9%
+742.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | +2.9% | -3.3% | +6.2% | +2.9% |
| 30D | +3.2% | -5.8% | +9.0% | +3.3% |
| 3M | +3.8% | +0.2% | +3.6% | +3.8% |
| 6M | +2.5% | +56.8% | -54.3% | +1.7% |
| YTD | +15.5% | +2.4% | +13.1% | +15.3% |
| 1Y | +9.6% | +11.4% | -1.8% | +9.3% |
| 3Y | +91.2% | +15.2% | +76.0% | +89.8% |
| 5Y | +88.2% | -35.1% | +123.3% | +87.6% |
| 10Y | +205.1% | +419.6% | -214.6% | +195.5% |
| All | +2,319.9% | +1,577.9% | +742.0% | +2,120.9% |
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