+136.5%
CEG vs AEM
+301.0%
-164.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.1% | +6.9% | +4.0% |
| 7D | +17.8% | -5.6% | +23.5% | +19.9% |
| 30D | -4.5% | -3.9% | -0.6% | -3.7% |
| 3M | +1.5% | -3.4% | +4.9% | +1.7% |
| 6M | -3.5% | -9.0% | +5.5% | -2.1% |
| YTD | -19.7% | +5.9% | -25.6% | -24.1% |
| 1Y | -19.8% | +4.0% | -23.8% | -23.8% |
| All | +136.5% | +301.0% | -164.5% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling