+211.0%
AEP vs CSGP
+61.2%
+149.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.2% |
| 7D | +2.5% | -6.1% | +8.5% | +3.3% |
| 30D | +3.4% | +0.3% | +3.0% | +3.0% |
| 3M | +4.2% | -1.3% | +5.5% | +3.8% |
| 6M | -0.8% | -8.9% | +8.1% | -0.4% |
| YTD | +15.2% | -55.2% | +70.5% | +27.3% |
| 1Y | +8.3% | -56.4% | +64.7% | +20.0% |
| 3Y | +84.2% | -62.2% | +146.4% | +105.5% |
| 5Y | +87.8% | -63.7% | +151.5% | +108.1% |
| All | +211.0% | +61.2% | +149.8% | +200.0% |
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