+90.5%
APH vs CEG
+186.0%
-95.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +8.8% | -56.6% | -50.1% |
| 7D | -48.7% | +5.9% | -54.6% | -50.5% |
| 30D | -51.9% | +12.9% | -64.9% | -54.6% |
| 3M | -43.6% | +13.2% | -56.7% | -46.8% |
| 6M | -37.5% | -7.0% | -30.5% | -38.0% |
| YTD | -38.6% | -15.0% | -23.6% | -37.8% |
| 1Y | -26.3% | -2.7% | -23.6% | -28.5% |
| All | +90.5% | +186.0% | -95.5% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling