-10.0%
CEG vs AMP
+14.8%
-24.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.5% |
| 7D | -4.8% | -0.5% | -4.2% | -4.7% |
| 30D | +2.3% | -1.3% | +3.7% | +2.5% |
| 3M | +15.6% | +24.2% | -8.6% | +11.3% |
| 6M | -5.0% | +24.6% | -29.6% | -8.6% |
| YTD | -19.0% | +14.8% | -33.9% | -22.1% |
| 1Y | -10.0% | +12.8% | -22.7% | -13.2% |
| All | -10.0% | +14.8% | -24.7% | -13.2% |
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