+134.7%
CEG vs ACI
-31.5%
+166.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.9% |
| 7D | +12.1% | +2.3% | +9.8% | +12.5% |
| 30D | +0.2% | +1.2% | -1.0% | +0.6% |
| 3M | +0.7% | +6.8% | -6.1% | +2.0% |
| 6M | +2.2% | -18.7% | +21.0% | +2.0% |
| YTD | -20.3% | -20.2% | -0.1% | -20.4% |
| 1Y | -16.1% | -23.7% | +7.7% | -16.2% |
| 3Y | +134.7% | -31.6% | +166.3% | +118.8% |
| All | +134.7% | -31.5% | +166.2% | +118.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling