+626.9%
CEG vs AFL
+100.3%
+526.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.6% |
| 7D | +1.3% | -2.1% | +3.5% | +1.8% |
| 30D | +8.8% | -5.4% | +14.3% | +10.1% |
| 3M | +17.0% | -0.3% | +17.2% | +16.6% |
| 6M | -8.7% | +5.2% | -13.9% | -10.5% |
| YTD | -16.4% | +5.7% | -22.1% | -18.4% |
| 1Y | -1.8% | +10.2% | -12.0% | -5.9% |
| 3Y | +175.8% | +63.4% | +112.4% | +117.7% |
| All | +626.9% | +100.3% | +526.6% | +388.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling