+3,388.4%
CSGP vs AEE
+913.3%
+2,475.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +13.9% | +2.4% | +11.5% | +12.9% |
| 30D | +16.0% | +10.9% | +5.1% | +11.5% |
| 3M | +6.1% | +4.3% | +1.8% | +4.4% |
| 6M | -8.2% | +2.5% | -10.6% | -9.1% |
| YTD | -52.3% | +15.3% | -67.7% | -55.2% |
| 1Y | -54.5% | +14.6% | -69.1% | -57.2% |
| 3Y | -58.6% | +57.5% | -116.1% | -66.1% |
| 5Y | -61.5% | +52.9% | -114.4% | -68.4% |
| 10Y | +74.7% | +205.0% | -130.3% | +5.7% |
| All | +3,388.4% | +913.3% | +2,475.1% | +1,554.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling