+65.1%
CSGP vs AEE
+211.4%
-146.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | -3.2% | +3.0% | -6.2% | -4.2% |
| 30D | +2.2% | +11.2% | -9.0% | -1.7% |
| 3M | -3.7% | +7.0% | -10.6% | -6.0% |
| 6M | -7.4% | +5.7% | -13.2% | -9.4% |
| YTD | -54.9% | +16.2% | -71.1% | -57.7% |
| 1Y | -54.9% | +12.0% | -66.9% | -57.1% |
| 3Y | -61.9% | +63.4% | -125.3% | -69.3% |
| 5Y | -63.1% | +56.0% | -119.2% | -69.9% |
| 10Y | +65.1% | +217.4% | -152.2% | +16.2% |
| All | +65.1% | +211.4% | -146.3% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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