+60.0%
CSGP vs AEE
+222.5%
-162.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.4% |
| 7D | +1.3% | +1.7% | -0.4% | +0.7% |
| 30D | +2.8% | +9.7% | -6.9% | -0.6% |
| 3M | -6.3% | +5.9% | -12.2% | -8.3% |
| 6M | -3.2% | +6.7% | -9.9% | -5.5% |
| YTD | -54.0% | +17.4% | -71.3% | -57.0% |
| 1Y | -54.8% | +12.7% | -67.5% | -57.1% |
| 3Y | -60.6% | +68.2% | -128.8% | -68.5% |
| 5Y | -62.6% | +57.3% | -119.9% | -69.6% |
| All | +60.0% | +222.5% | -162.5% | +15.6% |
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