+593.1%
CEG vs AFL
+122.8%
+470.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -0.9% |
| 7D | +12.1% | +2.9% | +9.2% | +11.5% |
| 30D | +0.2% | +8.0% | -7.7% | -1.4% |
| 3M | +0.7% | +5.9% | -5.2% | -0.6% |
| 6M | +2.2% | +11.6% | -9.4% | -0.7% |
| YTD | -20.3% | +17.5% | -37.9% | -24.0% |
| 1Y | -16.1% | +13.3% | -29.4% | -19.1% |
| 3Y | +134.7% | +67.0% | +67.7% | +89.4% |
| All | +593.1% | +122.8% | +470.3% | +355.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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