-2.7%
CEG vs AMP
+11.4%
-14.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.0% |
| 7D | +8.0% | +0.2% | +7.8% | +8.0% |
| 30D | +12.9% | -0.1% | +13.0% | +12.9% |
| 3M | +13.2% | +23.6% | -10.4% | +9.0% |
| 6M | -7.0% | +20.4% | -27.3% | -9.8% |
| YTD | -15.0% | +15.4% | -30.4% | -18.3% |
| 1Y | -2.7% | +11.0% | -13.7% | -5.2% |
| All | -2.7% | +11.4% | -14.1% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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