+21.3%
RGEN vs AEE
+13.9%
+7.4%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | 0.0% |
| 7D | -3.5% | +4.7% | -8.2% | -3.6% |
| 30D | -6.0% | +13.4% | -19.4% | -6.4% |
| 3M | +19.0% | +4.1% | +14.9% | +19.7% |
| 6M | +50.7% | +2.0% | +48.7% | +53.4% |
| YTD | +8.8% | +15.6% | -6.9% | +6.6% |
| 1Y | +21.3% | +14.1% | +7.2% | +19.8% |
| All | +21.3% | +13.9% | +7.4% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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