-10.0%
CEG vs AGI
+9.2%
-19.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -4.8% | -2.7% | -2.0% | -4.2% |
| 30D | +2.3% | +7.2% | -4.9% | +0.5% |
| 3M | +15.6% | +4.3% | +11.3% | +13.4% |
| 6M | -5.0% | -27.1% | +22.1% | -0.6% |
| YTD | -19.0% | -6.6% | -12.4% | -20.9% |
| 1Y | -10.0% | +9.5% | -19.5% | -17.5% |
| All | -10.0% | +9.2% | -19.2% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling