+402.8%
RGEN vs AEE
+191.3%
+211.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | -2.9% | -0.7% | -2.2% | -2.7% |
| 30D | -0.1% | -2.0% | +1.9% | +0.5% |
| 3M | +25.9% | -2.8% | +28.8% | +27.0% |
| 6M | +35.2% | -3.6% | +38.8% | +36.4% |
| YTD | +0.5% | +7.3% | -6.8% | -2.1% |
| 1Y | +37.0% | +8.7% | +28.3% | +32.7% |
| 3Y | +2.0% | +46.0% | -44.0% | -11.1% |
| 5Y | -44.2% | +39.8% | -84.0% | -50.8% |
| All | +402.8% | +191.3% | +211.6% | +307.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling