+125.6%
CEG vs AHR
+357.7%
-232.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.2% |
| 7D | +1.3% | -4.3% | +5.7% | +2.7% |
| 30D | +8.8% | -3.1% | +11.9% | +9.8% |
| 3M | +17.0% | +15.7% | +1.3% | +10.0% |
| 6M | -8.7% | +4.1% | -12.8% | -10.7% |
| YTD | -16.4% | +15.4% | -31.9% | -21.3% |
| 1Y | -1.8% | +28.0% | -29.7% | -11.2% |
| All | +125.6% | +357.7% | -232.1% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling