+639.7%
CEG vs AEM
+340.1%
+299.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.4% |
| 7D | +6.7% | +4.3% | +2.4% | +5.3% |
| 30D | +11.0% | +13.1% | -2.1% | +6.7% |
| 3M | +19.5% | +24.8% | -5.3% | +11.2% |
| 6M | -5.9% | -8.2% | +2.4% | -4.9% |
| YTD | -15.0% | +19.8% | -34.8% | -21.2% |
| 1Y | +0.6% | +32.1% | -31.4% | -9.9% |
| 3Y | +180.6% | +348.2% | -167.6% | +74.0% |
| All | +639.7% | +340.1% | +299.6% | +361.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling