-31.9%
CEG vs AMIX
-92.3%
+60.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.0% | -3.7% | -6.7% |
| 7D | -4.8% | -25.1% | +20.3% | -4.9% |
| 30D | -8.2% | -54.5% | +46.3% | -8.4% |
| 3M | -7.9% | -91.7% | +83.8% | -8.5% |
| 6M | -23.2% | -79.4% | +56.2% | -20.3% |
| YTD | -30.1% | -86.1% | +55.9% | -26.7% |
| 1Y | -31.9% | -91.6% | +59.7% | -27.9% |
| All | -31.9% | -92.3% | +60.4% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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