+0.6%
CEG vs ACI
-33.6%
+34.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | -0.4% |
| 7D | +6.7% | -2.6% | +9.3% | +6.3% |
| 30D | +11.0% | +1.1% | +9.9% | +11.2% |
| 3M | +19.5% | -23.6% | +43.1% | +15.9% |
| 6M | -5.9% | -29.9% | +24.1% | -9.2% |
| YTD | -15.0% | -26.9% | +11.9% | -17.4% |
| 1Y | +0.6% | -34.2% | +34.9% | -7.3% |
| All | +0.6% | -33.6% | +34.2% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling