+579.5%
CEG vs AMT
-11.4%
+590.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +11.8% | -2.4% | +14.2% | +12.1% |
| 30D | -6.5% | +4.2% | -10.7% | -7.1% |
| 3M | -1.2% | +13.4% | -14.6% | -2.9% |
| 6M | -8.0% | +9.4% | -17.4% | -9.4% |
| YTD | -21.9% | +11.7% | -33.6% | -23.3% |
| 1Y | -21.4% | +7.1% | -28.6% | -22.4% |
| 3Y | +130.0% | +15.1% | +114.9% | +109.6% |
| All | +579.5% | -11.4% | +590.9% | +610.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling