+180.6%
CEG vs AIG
+34.0%
+146.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.5% |
| 7D | +6.7% | -1.6% | +8.3% | +7.1% |
| 30D | +11.0% | -5.2% | +16.2% | +12.4% |
| 3M | +19.5% | +1.5% | +18.0% | +18.3% |
| 6M | -5.9% | -3.9% | -1.9% | -5.4% |
| YTD | -15.0% | -11.6% | -3.4% | -12.2% |
| 1Y | +0.6% | -2.9% | +3.6% | -0.6% |
| 3Y | +180.6% | +33.7% | +146.9% | +126.5% |
| All | +180.6% | +34.0% | +146.6% | +126.5% |
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