+593.1%
CEG vs AA
-31.8%
+624.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.3% |
| 7D | +12.1% | +0.5% | +11.6% | +12.1% |
| 30D | +0.2% | -0.6% | +0.8% | +0.4% |
| 3M | +0.7% | -19.7% | +20.4% | +6.5% |
| 6M | +2.2% | -41.6% | +43.8% | +16.4% |
| YTD | -20.3% | -24.6% | +4.3% | -16.4% |
| 1Y | -16.1% | +4.9% | -20.9% | -19.5% |
| 3Y | +134.7% | +66.8% | +67.8% | +95.2% |
| All | +593.1% | -31.8% | +624.9% | +623.0% |
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