+582.9%
CEG vs AMC
-98.2%
+681.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +8.3% | +2.2% | +9.9% |
| 7D | +7.3% | +6.6% | +0.7% | +6.8% |
| 30D | -7.4% | +14.1% | -21.5% | -8.3% |
| 3M | +2.5% | +31.3% | -28.8% | +0.2% |
| 6M | -8.8% | +126.7% | -135.5% | -15.4% |
| YTD | -21.5% | +117.9% | -139.4% | -27.4% |
| 1Y | -22.5% | +41.1% | -63.6% | -26.1% |
| 3Y | +133.3% | -61.0% | +194.3% | +134.6% |
| All | +582.9% | -98.2% | +681.0% | +681.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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