+2.2%
CEG vs AAOX
-97.9%
+100.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -10.8% | +10.0% | -0.1% |
| 7D | +12.1% | -3.4% | +15.5% | +11.9% |
| 30D | +0.2% | -72.8% | +73.1% | +5.4% |
| 3M | +0.7% | -90.7% | +91.4% | +9.2% |
| 6M | +2.2% | -98.2% | +100.4% | +6.6% |
| All | +2.2% | -97.9% | +100.1% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 6mo: compounded portfolio wealth divided by compounded AAOX 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…
6mo analysis · Full analysis span regression · 6 months rolling