-21.4%
CEG vs AEE
+11.8%
-33.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +11.8% | +0.2% | +11.6% | +11.8% |
| 30D | -6.5% | +9.7% | -16.2% | -10.5% |
| 3M | -1.2% | +5.8% | -7.0% | -4.1% |
| 6M | -8.0% | +4.5% | -12.5% | -11.1% |
| YTD | -21.9% | +15.8% | -37.7% | -26.3% |
| 1Y | -21.4% | +10.8% | -32.2% | -25.7% |
| All | -21.4% | +11.8% | -33.2% | -25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling