+365.7%
ALAB vs CEG
+75.5%
+290.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -7.0% | -7.0% |
| 7D | +3.2% | +6.7% | -3.5% | -0.7% |
| 30D | -13.6% | +11.0% | -24.5% | -18.9% |
| 3M | -16.6% | +19.5% | -36.1% | -24.9% |
| 6M | +142.3% | -5.9% | +148.2% | +147.3% |
| YTD | +73.6% | -15.0% | +88.6% | +85.5% |
| 1Y | +33.7% | +0.6% | +33.0% | +27.0% |
| All | +365.7% | +75.5% | +290.1% | +159.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling