+78.2%
AEP vs CSGP
-58.5%
+136.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.8% |
| 7D | -2.0% | +13.9% | -15.9% | -2.5% |
| 30D | +4.2% | +16.0% | -11.8% | +3.7% |
| 3M | +1.0% | +6.1% | -5.1% | +0.7% |
| 6M | -6.1% | -8.2% | +2.1% | -6.0% |
| YTD | +12.5% | -52.3% | +64.8% | +16.1% |
| 1Y | +9.1% | -54.5% | +63.6% | +13.1% |
| All | +78.2% | -58.5% | +136.7% | +74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling