+593.1%
CEG vs AEE
+50.4%
+542.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.3% |
| 7D | +12.1% | +1.7% | +10.4% | +11.3% |
| 30D | +0.2% | +9.7% | -9.5% | -4.1% |
| 3M | +0.7% | +5.9% | -5.2% | -2.1% |
| 6M | +2.2% | +6.7% | -4.5% | -1.2% |
| YTD | -20.3% | +17.4% | -37.7% | -26.3% |
| 1Y | -16.1% | +12.7% | -28.7% | -21.0% |
| 3Y | +134.7% | +68.2% | +66.5% | +75.9% |
| All | +593.1% | +50.4% | +542.6% | +506.0% |
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