+49.0%
REGN vs AEIS
+6.2%
+42.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -11.1% | +6.8% | -4.4% |
| 7D | +14.4% | -12.7% | +27.1% | +14.5% |
| 30D | +28.1% | -28.8% | +56.9% | +28.7% |
| 3M | +22.5% | -38.0% | +60.5% | +23.7% |
| 6M | +31.6% | -45.3% | +76.9% | +33.1% |
| YTD | +21.0% | +1.1% | +19.9% | +19.1% |
| 1Y | +49.0% | +8.6% | +40.3% | +46.8% |
| All | +49.0% | +6.2% | +42.7% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1y: compounded portfolio wealth divided by compounded AEIS 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…
1y analysis · Full analysis span regression · 6 months rolling