+180.6%
CEG vs AGI
+208.5%
-27.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.4% |
| 7D | +6.7% | +4.4% | +2.3% | +5.4% |
| 30D | +11.0% | +10.0% | +1.0% | +8.0% |
| 3M | +19.5% | +1.7% | +17.7% | +17.9% |
| 6M | -5.9% | -26.8% | +20.9% | +0.2% |
| YTD | -15.0% | -5.3% | -9.6% | -16.7% |
| 1Y | +0.6% | +11.5% | -10.9% | -6.7% |
| 3Y | +180.6% | +212.9% | -32.3% | +94.9% |
| All | +180.6% | +208.5% | -27.9% | +94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling