+67.3%
CSGP vs AEE
+205.5%
-138.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.2% | +1.9% |
| 7D | -1.8% | +2.3% | -4.2% | -2.7% |
| 30D | +5.3% | +11.6% | -6.3% | +1.1% |
| 3M | +3.3% | +5.5% | -2.2% | +1.2% |
| 6M | -4.7% | +6.0% | -10.7% | -6.8% |
| YTD | -53.5% | +16.6% | -70.1% | -56.5% |
| 1Y | -53.7% | +12.1% | -65.8% | -56.0% |
| 3Y | -59.7% | +64.2% | -124.0% | -67.6% |
| 5Y | -62.5% | +59.1% | -121.6% | -69.6% |
| 10Y | +67.3% | +210.2% | -142.9% | +17.4% |
| All | +67.3% | +205.5% | -138.3% | +17.4% |
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