-62.8%
CSGP vs AEE
+49.1%
-111.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -4.1% | +0.3% | -4.4% | -4.1% |
| 30D | +2.3% | -2.3% | +4.6% | +2.9% |
| 3M | -8.2% | +0.2% | -8.4% | -8.0% |
| 6M | -35.1% | -4.7% | -30.3% | -34.3% |
| YTD | -54.0% | +8.1% | -62.1% | -55.3% |
| 1Y | -65.3% | +8.5% | -73.9% | -66.3% |
| All | -62.8% | +49.1% | -111.9% | -69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling