+518.2%
CEG vs AA
-32.2%
+550.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.9% | +1.4% | +3.5% |
| 7D | -4.7% | +0.9% | -5.6% | -5.0% |
| 30D | -16.6% | -6.7% | -9.9% | -15.1% |
| 3M | -4.1% | -16.3% | +12.2% | +0.2% |
| 6M | -22.3% | -37.1% | +14.8% | -13.4% |
| YTD | -28.9% | -25.0% | -3.9% | -25.4% |
| 1Y | -28.5% | +8.6% | -37.0% | -32.1% |
| 3Y | +104.3% | +57.2% | +47.1% | +71.9% |
| All | +518.2% | -32.2% | +550.4% | +545.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling