+38.2%
REGN vs AEIS
+81.9%
-43.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.9% | -6.4% | -1.7% |
| 7D | -5.6% | +2.3% | -7.8% | -5.7% |
| 30D | -2.0% | -14.8% | +12.9% | -1.3% |
| 3M | +28.0% | -15.6% | +43.5% | +27.7% |
| 6M | +1.2% | -8.7% | +9.9% | -0.3% |
| YTD | +1.6% | +37.3% | -35.7% | -1.1% |
| 1Y | +38.2% | +80.3% | -42.1% | +27.8% |
| All | +38.2% | +81.9% | -43.7% | +27.8% |
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