-2.7%
CEG vs AEM
+40.5%
-43.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.0% | +5.2% |
| 7D | +8.0% | -0.5% | +8.5% | +8.1% |
| 30D | +12.9% | +24.0% | -11.1% | +6.2% |
| 3M | +13.2% | +16.1% | -2.9% | +7.7% |
| 6M | -7.0% | -11.6% | +4.6% | -6.8% |
| YTD | -15.0% | +21.5% | -36.5% | -21.7% |
| 1Y | -2.7% | +39.2% | -41.9% | -7.9% |
| All | -2.7% | +40.5% | -43.2% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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