+151.3%
CEG vs AMIX
-99.9%
+251.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.9% | +6.8% | +4.9% |
| 7D | +8.0% | -13.7% | +21.7% | +8.0% |
| 30D | +12.9% | -62.1% | +75.0% | +12.9% |
| 3M | +13.2% | -46.2% | +59.3% | +14.7% |
| 6M | -7.0% | -46.4% | +39.4% | -6.0% |
| YTD | -15.0% | -60.3% | +45.3% | -13.7% |
| 1Y | -2.7% | -79.7% | +76.9% | -0.5% |
| All | +151.3% | -99.9% | +251.1% | +183.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling