+639.7%
CEG vs AA
-11.5%
+651.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.9% |
| 7D | +6.7% | +1.7% | +5.0% | +6.2% |
| 30D | +11.0% | +3.3% | +7.6% | +9.8% |
| 3M | +19.5% | -29.4% | +48.9% | +29.7% |
| 6M | -5.9% | -12.8% | +7.0% | -4.4% |
| YTD | -15.0% | -2.1% | -12.8% | -16.6% |
| 1Y | +0.6% | +62.8% | -62.1% | -14.4% |
| 3Y | +180.6% | +90.5% | +90.1% | +122.8% |
| All | +639.7% | -11.5% | +651.2% | +620.9% |
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