+62.9%
CSGP vs AEIS
+354.8%
-291.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.1% |
| 7D | -3.2% | -6.9% | +3.7% | -2.4% |
| 30D | +2.2% | -23.2% | +25.4% | +5.9% |
| 3M | -3.7% | -29.5% | +25.8% | +0.5% |
| 6M | -7.4% | -37.9% | +30.5% | -3.7% |
| YTD | -54.9% | +6.0% | -60.9% | -60.6% |
| 1Y | -54.9% | +1.2% | -56.1% | -60.2% |
| 3Y | -61.9% | +150.0% | -211.9% | -75.6% |
| 5Y | -63.1% | +141.9% | -205.0% | -76.7% |
| All | +62.9% | +354.8% | -291.8% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling