-31.9%
CEG vs AME
+21.1%
-53.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.6% | -2.1% | -3.3% |
| 7D | -4.8% | -4.4% | -0.3% | -1.6% |
| 30D | -8.2% | -5.9% | -2.3% | -3.9% |
| 3M | -7.9% | -6.5% | -1.4% | -3.2% |
| 6M | -23.2% | +3.2% | -26.4% | -24.9% |
| YTD | -30.1% | +16.0% | -46.1% | -39.7% |
| 1Y | -31.9% | +20.4% | -52.3% | -42.8% |
| All | -31.9% | +21.1% | -53.0% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling