-56.4%
CSGP vs AEE
+11.1%
-67.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -6.1% | +0.6% | -6.7% | -6.2% |
| 30D | +0.3% | +8.8% | -8.5% | -0.4% |
| 3M | -1.3% | +5.1% | -6.4% | -2.2% |
| 6M | -8.9% | +5.2% | -14.1% | -8.5% |
| YTD | -55.2% | +16.1% | -71.3% | -54.5% |
| 1Y | -56.4% | +10.4% | -66.8% | -54.2% |
| All | -56.4% | +11.1% | -67.5% | -54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling