+10.8%
AEP vs CSGP
-53.2%
+64.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -0.5% |
| 7D | +0.8% | +18.3% | -17.5% | +0.9% |
| 30D | +7.9% | +17.8% | -9.8% | +8.6% |
| 3M | +1.5% | +9.3% | -7.8% | +1.8% |
| 6M | -2.6% | -7.9% | +5.3% | -3.3% |
| YTD | +14.7% | -51.5% | +66.2% | +10.0% |
| 1Y | +10.8% | -53.3% | +64.1% | +6.1% |
| All | +10.8% | -53.2% | +64.0% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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