+65.2%
ALAB vs CEG
-3.0%
+68.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.9% | +4.9% | +7.2% |
| 7D | +7.2% | +8.0% | -0.8% | +3.0% |
| 30D | -2.5% | +12.9% | -15.5% | -8.6% |
| 3M | -13.3% | +13.2% | -26.5% | -18.6% |
| 6M | +172.8% | -7.0% | +179.8% | +175.1% |
| YTD | +86.6% | -15.0% | +101.6% | +90.0% |
| 1Y | +65.2% | -2.7% | +67.9% | +69.8% |
| All | +65.2% | -3.0% | +68.2% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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