+3.0%
REGN vs AEIS
-10.3%
+13.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -1.7% |
| 7D | -6.0% | -0.2% | -5.7% | -5.9% |
| 30D | -0.4% | -16.4% | +16.1% | -0.1% |
| 3M | +32.0% | -11.1% | +43.1% | +27.9% |
| 6M | +3.0% | -12.0% | +15.1% | +0.2% |
| All | +3.0% | -10.3% | +13.4% | +0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling