+626.9%
CEG vs AEE
+39.3%
+587.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | +1.3% | +1.1% | +0.3% | +0.9% |
| 30D | +8.8% | 0.0% | +8.8% | +8.8% |
| 3M | +17.0% | -0.9% | +17.9% | +17.0% |
| 6M | -8.7% | -2.4% | -6.3% | -8.0% |
| YTD | -16.4% | +8.6% | -25.1% | -19.8% |
| 1Y | -1.8% | +10.2% | -11.9% | -6.7% |
| 3Y | +175.8% | +47.8% | +128.0% | +122.3% |
| All | +626.9% | +39.3% | +587.7% | +559.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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