+593.0%
CEG vs AMT
-10.7%
+603.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | +12.1% | +1.5% | +10.6% | +11.9% |
| 30D | +0.2% | +6.8% | -6.6% | -0.7% |
| 3M | +0.7% | +11.2% | -10.5% | -0.8% |
| 6M | +2.2% | +12.5% | -10.2% | +0.3% |
| YTD | -20.3% | +12.5% | -32.8% | -21.8% |
| 1Y | -16.1% | +10.1% | -26.2% | -17.4% |
| 3Y | +134.7% | +16.0% | +118.6% | +113.6% |
| All | +593.0% | -10.7% | +603.8% | +623.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling