+562.3%
CEG vs AME
+75.7%
+486.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +1.7% | -4.1% | +5.8% | +4.9% |
| 30D | -10.2% | -4.1% | -6.0% | -7.2% |
| 3M | -0.8% | -5.6% | +4.8% | +3.5% |
| 6M | -11.5% | +2.8% | -14.4% | -13.2% |
| YTD | -23.9% | +16.6% | -40.5% | -32.1% |
| 1Y | -25.4% | +21.1% | -46.5% | -35.1% |
| 3Y | +124.2% | +61.1% | +63.1% | +56.4% |
| All | +562.3% | +75.7% | +486.6% | +312.2% |
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