+598.5%
CEG vs AEM
+289.0%
+309.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.1% | +6.9% | +3.9% |
| 7D | +17.8% | -5.6% | +23.5% | +19.8% |
| 30D | -4.5% | -3.9% | -0.6% | -3.8% |
| 3M | +1.5% | -3.4% | +4.9% | +1.6% |
| 6M | -3.5% | -9.0% | +5.5% | -2.2% |
| YTD | -19.7% | +5.9% | -25.6% | -23.3% |
| 1Y | -19.8% | +4.0% | -23.8% | -23.0% |
| 3Y | +136.4% | +298.8% | -162.4% | +51.3% |
| All | +598.5% | +289.0% | +309.5% | +349.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling