+604.3%
CEG vs AIG
+36.3%
+568.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -4.8% | -1.2% | -3.6% | -4.4% |
| 30D | +2.3% | -1.1% | +3.4% | +2.6% |
| 3M | +15.6% | +0.7% | +14.9% | +14.8% |
| 6M | -5.0% | -2.2% | -2.8% | -5.0% |
| YTD | -19.0% | -10.8% | -8.2% | -16.7% |
| 1Y | -10.0% | -2.0% | -7.9% | -11.0% |
| 3Y | +163.9% | +34.8% | +129.1% | +133.1% |
| All | +604.3% | +36.3% | +568.0% | +518.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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