-64.8%
CSGP vs AEE
+40.8%
-105.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | -4.1% | +0.3% | -4.4% | -4.2% |
| 30D | +2.3% | -2.3% | +4.6% | +3.1% |
| 3M | -8.2% | +0.2% | -8.4% | -8.2% |
| 6M | -35.1% | -4.7% | -30.3% | -34.1% |
| YTD | -54.0% | +8.1% | -62.1% | -55.7% |
| 1Y | -65.3% | +8.5% | -73.9% | -66.7% |
| 3Y | -62.6% | +48.9% | -111.5% | -69.1% |
| All | -64.8% | +40.8% | -105.5% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling