+626.9%
CEG vs AEM
+341.7%
+285.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | +1.3% | +3.0% | -1.7% | +0.4% |
| 30D | +8.8% | +12.5% | -3.6% | +4.8% |
| 3M | +17.0% | +26.9% | -10.0% | +8.3% |
| 6M | -8.7% | -9.4% | +0.7% | -7.5% |
| YTD | -16.4% | +20.3% | -36.7% | -22.7% |
| 1Y | -1.8% | +33.8% | -35.5% | -12.4% |
| 3Y | +175.8% | +349.8% | -174.0% | +70.8% |
| All | +626.9% | +341.7% | +285.3% | +353.3% |
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