+7,596.2%
REGN vs AEIS
+2,627.1%
+4,969.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.9% | -6.4% | -2.7% |
| 7D | -5.6% | +2.3% | -7.8% | -6.2% |
| 30D | -2.0% | -14.8% | +12.9% | +1.3% |
| 3M | +28.0% | -15.6% | +43.5% | +29.8% |
| 6M | +1.2% | -8.7% | +9.9% | -0.4% |
| YTD | +1.6% | +37.3% | -35.7% | -10.1% |
| 1Y | +38.2% | +80.3% | -42.1% | +13.2% |
| 3Y | -5.4% | +177.9% | -183.3% | -32.9% |
| 5Y | +21.3% | +235.8% | -214.6% | -20.7% |
| 10Y | +105.2% | +558.6% | -453.4% | +0.4% |
| All | +7,596.2% | +2,627.1% | +4,969.1% | +2,156.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling