+639.7%
CEG vs AME
+75.0%
+564.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +6.7% | +2.8% | +3.9% | +4.7% |
| 30D | +11.0% | -6.3% | +17.2% | +16.0% |
| 3M | +19.5% | +5.4% | +14.1% | +14.6% |
| 6M | -5.9% | +7.4% | -13.3% | -11.0% |
| YTD | -15.0% | +16.2% | -31.1% | -24.2% |
| 1Y | +0.6% | +26.8% | -26.2% | -16.3% |
| 3Y | +180.6% | +57.5% | +123.1% | +98.2% |
| All | +639.7% | +75.0% | +564.7% | +360.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling