+518.2%
CEG vs AME
+68.6%
+449.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.8% | +2.5% |
| 7D | -4.7% | -5.2% | +0.4% | -1.0% |
| 30D | -16.6% | -8.0% | -8.5% | -11.4% |
| 3M | -4.1% | -8.9% | +4.8% | +2.5% |
| 6M | -22.3% | -5.0% | -17.3% | -19.5% |
| YTD | -28.9% | +11.9% | -40.8% | -34.8% |
| 1Y | -28.5% | +16.6% | -45.1% | -36.2% |
| 3Y | +104.3% | +62.5% | +41.8% | +41.4% |
| All | +518.2% | +68.6% | +449.7% | +295.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling