+118.6%
CEG vs AHR
+356.1%
-237.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -4.8% | -2.1% | -2.7% | -4.1% |
| 30D | +2.3% | +1.9% | +0.5% | +1.7% |
| 3M | +15.6% | +15.7% | -0.1% | +8.7% |
| 6M | -5.0% | +2.5% | -7.5% | -6.6% |
| YTD | -19.0% | +15.0% | -34.1% | -23.7% |
| 1Y | -10.0% | +28.1% | -38.1% | -18.7% |
| All | +118.6% | +356.1% | -237.5% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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