+180.6%
CEG vs AEE
+49.7%
+130.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | -0.2% |
| 7D | +6.7% | +1.3% | +5.4% | +6.3% |
| 30D | +11.0% | -1.2% | +12.2% | +11.3% |
| 3M | +19.5% | +1.0% | +18.5% | +18.9% |
| 6M | -5.9% | -2.3% | -3.6% | -5.5% |
| YTD | -15.0% | +9.1% | -24.1% | -16.7% |
| 1Y | +0.6% | +10.6% | -9.9% | -1.9% |
| 3Y | +180.6% | +48.5% | +132.1% | +160.4% |
| All | +180.6% | +49.7% | +130.9% | +160.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling