+2,214.6%
AEP vs RGEN
+1,576.0%
+638.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | +1.8% | -4.9% | +6.7% | +1.9% |
| 30D | -0.8% | +5.7% | -6.5% | -0.9% |
| 3M | -1.8% | +32.4% | -34.3% | -2.3% |
| 6M | -5.4% | +33.2% | -38.5% | -5.8% |
| YTD | +10.4% | +2.3% | +8.2% | +10.3% |
| 1Y | +18.2% | +39.0% | -20.8% | +17.4% |
| 3Y | +79.0% | -4.6% | +83.6% | +78.1% |
| 5Y | +64.8% | -42.7% | +107.5% | +64.6% |
| 10Y | +170.8% | +433.6% | -262.7% | +162.3% |
| All | +2,214.6% | +1,576.0% | +638.6% | +2,025.2% |
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