+167.5%
AEP vs CSGP
+44.3%
+123.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +0.2% |
| 7D | +1.8% | -4.1% | +5.9% | +2.3% |
| 30D | -0.8% | +2.3% | -3.1% | -1.3% |
| 3M | -1.8% | -8.2% | +6.3% | -1.1% |
| 6M | -5.4% | -35.1% | +29.7% | -0.1% |
| YTD | +10.4% | -54.0% | +64.5% | +22.1% |
| 1Y | +18.2% | -65.3% | +83.5% | +36.5% |
| 3Y | +79.0% | -62.6% | +141.5% | +101.1% |
| 5Y | +64.8% | -64.8% | +129.7% | +84.5% |
| All | +167.5% | +44.3% | +123.3% | +155.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling