+849.3%
AEP vs CSGP
+3,294.4%
-2,445.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.8% |
| YTD | +12.2% | -54.6% | +66.8% | +18.5% |
| 1Y | +9.1% | -54.6% | +63.8% | +15.1% |
| 3Y | +77.9% | -60.3% | +138.2% | +88.5% |
| 5Y | +78.1% | -63.3% | +141.4% | +88.3% |
| 10Y | +187.8% | +66.5% | +121.3% | +171.4% |
| All | +849.3% | +3,294.4% | -2,445.2% | +734.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling