+80.5%
AEP vs CSGP
-63.4%
+143.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.7% | +4.5% | +0.2% |
| 7D | -2.8% | +1.3% | -4.1% | -3.0% |
| 30D | +3.6% | +10.7% | -7.0% | +2.6% |
| 3M | +1.8% | +3.3% | -1.5% | +1.2% |
| 6M | -3.1% | -10.3% | +7.2% | -2.7% |
| YTD | +12.2% | -54.6% | +66.8% | +20.4% |
| 1Y | +9.1% | -54.6% | +63.8% | +17.0% |
| 3Y | +77.9% | -60.3% | +138.2% | +91.1% |
| All | +80.5% | -63.4% | +143.9% | +94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling