-58.4%
CSGP vs AEE
+57.6%
-116.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +13.9% | +2.4% | +11.5% | +13.2% |
| 30D | +16.0% | +10.9% | +5.1% | +13.1% |
| 3M | +6.1% | +4.3% | +1.8% | +4.9% |
| 6M | -8.2% | +2.5% | -10.6% | -8.7% |
| YTD | -52.3% | +15.3% | -67.7% | -54.4% |
| 1Y | -54.5% | +14.6% | -69.1% | -56.4% |
| All | -58.4% | +57.6% | -116.0% | -65.6% |
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 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