-5.4%
REGN vs AEIS
+173.7%
-179.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.9% | -6.4% | -2.0% |
| 7D | -5.6% | +2.3% | -7.8% | -5.8% |
| 30D | -2.0% | -14.8% | +12.9% | -0.5% |
| 3M | +28.0% | -15.6% | +43.5% | +28.6% |
| 6M | +1.2% | -8.7% | +9.9% | -0.2% |
| YTD | +1.6% | +37.3% | -35.7% | -6.0% |
| 1Y | +38.2% | +80.3% | -42.1% | +21.2% |
| 3Y | -5.4% | +177.9% | -183.3% | -25.9% |
| All | -5.4% | +173.7% | -179.0% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling