+400.4%
ALAB vs CEG
+75.5%
+324.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.9% | +4.9% | +6.8% |
| 7D | +7.2% | +8.0% | -0.8% | +2.3% |
| 30D | -2.5% | +12.9% | -15.5% | -9.6% |
| 3M | -13.3% | +13.2% | -26.5% | -19.3% |
| 6M | +172.8% | -7.0% | +179.8% | +180.4% |
| YTD | +86.6% | -15.0% | +101.6% | +99.3% |
| 1Y | +65.2% | -2.7% | +67.9% | +60.1% |
| All | +400.4% | +75.5% | +324.9% | +178.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling