+13.0%
APH vs CEG
-19.9%
+32.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.9% |
| 7D | +11.1% | +17.8% | -6.7% | +3.3% |
| 30D | -7.3% | -4.5% | -2.8% | -5.9% |
| 3M | -6.2% | +1.5% | -7.7% | -7.4% |
| 6M | +24.9% | -3.5% | +28.4% | +25.0% |
| YTD | +18.4% | -19.7% | +38.1% | +24.1% |
| 1Y | +13.0% | -19.8% | +32.8% | +18.2% |
| All | +13.0% | -19.9% | +32.9% | +18.2% |
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