+132.1%
CEG vs AMIX
-99.9%
+232.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +11.8% | -1.4% | +10.4% |
| 7D | +7.3% | +1.2% | +6.1% | +7.3% |
| 30D | -7.4% | -45.3% | +38.0% | -7.4% |
| 3M | +2.5% | -83.1% | +85.5% | +2.4% |
| 6M | -8.8% | -76.9% | +68.1% | -8.0% |
| YTD | -21.5% | -85.3% | +63.8% | -20.3% |
| 1Y | -22.5% | -89.8% | +67.3% | -21.1% |
| All | +132.1% | -99.9% | +232.0% | +162.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling