-63.2%
CSGP vs AEE
+52.8%
-116.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | +1.3% | +2.1% | -0.8% | +0.5% |
| 30D | +10.7% | +11.4% | -0.7% | +6.7% |
| 3M | +3.3% | +5.0% | -1.7% | +1.5% |
| 6M | -10.3% | +4.4% | -14.8% | -11.7% |
| YTD | -54.6% | +15.4% | -70.0% | -57.2% |
| 1Y | -54.6% | +13.8% | -68.4% | -57.1% |
| 3Y | -60.3% | +58.0% | -118.3% | -67.9% |
| All | -63.2% | +52.8% | -116.1% | -70.9% |
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