+130.1%
CEG vs AIG
+39.5%
+90.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | +11.8% | +1.4% | +10.4% | +11.5% |
| 30D | -6.5% | +6.6% | -13.1% | -7.8% |
| 3M | -1.2% | +7.9% | -9.0% | -2.9% |
| 6M | -8.0% | +10.4% | -18.4% | -10.4% |
| YTD | -21.9% | -1.3% | -20.6% | -21.4% |
| 1Y | -21.4% | +11.5% | -32.9% | -24.8% |
| All | +130.1% | +39.5% | +90.6% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling