+296.5%
APH vs CEG
+583.3%
-286.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.3% | -0.2% | +2.8% |
| 7D | -5.9% | -4.7% | -1.2% | -4.4% |
| 30D | -14.8% | -16.6% | +1.8% | -10.0% |
| 3M | -12.4% | -4.1% | -8.3% | -11.5% |
| 6M | +8.1% | -22.3% | +30.4% | +15.7% |
| YTD | +10.9% | -28.9% | +39.9% | +20.6% |
| 1Y | +8.8% | -28.5% | +37.2% | +17.9% |
| 3Y | +262.1% | +104.3% | +157.8% | +191.2% |
| All | +296.5% | +583.3% | -286.8% | +166.1% |
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