-28.5%
CEG vs AMT
+9.8%
-38.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.7% | +7.0% | +4.3% |
| 7D | -4.7% | +0.5% | -5.3% | -4.8% |
| 30D | -16.6% | +13.6% | -30.2% | -17.8% |
| 3M | -4.1% | +11.5% | -15.6% | -5.5% |
| 6M | -22.3% | +6.9% | -29.3% | -23.1% |
| YTD | -28.9% | +10.8% | -39.8% | -28.6% |
| 1Y | -28.5% | +10.3% | -38.8% | -28.1% |
| All | -28.5% | +9.8% | -38.3% | -28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling