+98.1%
AGG vs RGEN
+3,073.8%
-2,975.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | +0.1% | -0.9% | +1.0% | +0.1% |
| 30D | -0.4% | +2.8% | -3.2% | -0.4% |
| 3M | -0.3% | +34.5% | -34.7% | -0.3% |
| 6M | -1.2% | +40.5% | -41.7% | -1.2% |
| YTD | -0.4% | +2.8% | -3.2% | -0.4% |
| 1Y | +0.4% | +39.6% | -39.2% | +0.4% |
| 3Y | +13.4% | +4.4% | +9.0% | +13.4% |
| 5Y | -1.4% | -42.8% | +41.3% | -1.6% |
| 10Y | +14.8% | +406.7% | -391.9% | +16.7% |
| All | +98.1% | +3,073.8% | -2,975.7% | +106.7% |
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 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