+598.5%
CEG vs AME
+77.7%
+520.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.4% |
| 7D | +17.8% | +8.1% | +9.7% | +11.7% |
| 30D | -4.5% | -3.8% | -0.8% | -1.7% |
| 3M | +1.5% | -6.6% | +8.1% | +6.7% |
| 6M | -3.5% | +4.6% | -8.1% | -6.4% |
| YTD | -19.7% | +17.9% | -37.6% | -28.9% |
| 1Y | -19.8% | +23.2% | -43.0% | -31.1% |
| 3Y | +136.4% | +62.9% | +73.5% | +63.7% |
| All | +598.5% | +77.7% | +520.8% | +331.2% |
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