-54.9%
CSGP vs AEE
+12.4%
-67.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.9% |
| 7D | -3.2% | +3.0% | -6.2% | -3.6% |
| 30D | +2.2% | +11.2% | -9.0% | +1.5% |
| 3M | -3.7% | +7.0% | -10.6% | -4.5% |
| 6M | -7.4% | +5.7% | -13.2% | -6.9% |
| YTD | -54.9% | +16.2% | -71.1% | -54.5% |
| 1Y | -54.9% | +12.0% | -66.9% | -53.0% |
| All | -54.9% | +12.4% | -67.3% | -53.0% |
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