+329.0%
APH vs CEG
+654.8%
-325.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +10.5% | -2.3% | +5.0% |
| 7D | +1.1% | +7.3% | -6.2% | -0.9% |
| 30D | -7.5% | -7.4% | -0.1% | -5.3% |
| 3M | -4.4% | +2.5% | -6.9% | -5.3% |
| 6M | +26.5% | -8.8% | +35.3% | +29.1% |
| YTD | +20.0% | -21.5% | +41.5% | +26.6% |
| 1Y | +16.9% | -22.5% | +39.4% | +23.6% |
| 3Y | +288.5% | +133.3% | +155.2% | +200.9% |
| All | +329.0% | +654.8% | -325.8% | +179.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling