+626.9%
CEG vs AIG
+35.8%
+591.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | +1.3% | -1.4% | +2.8% | +1.7% |
| 30D | +8.8% | -3.3% | +12.2% | +9.8% |
| 3M | +17.0% | +2.2% | +14.8% | +15.6% |
| 6M | -8.7% | -2.1% | -6.6% | -8.8% |
| YTD | -16.4% | -11.2% | -5.2% | -13.9% |
| 1Y | -1.8% | -2.1% | +0.4% | -2.9% |
| 3Y | +175.8% | +34.4% | +141.4% | +143.8% |
| All | +626.9% | +35.8% | +591.1% | +539.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling