+62.6%
CSGP vs AEIS
+375.1%
-312.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.7% | -1.0% |
| 7D | -7.1% | +9.5% | -16.6% | -8.9% |
| 30D | +3.6% | -17.5% | +21.1% | +5.9% |
| 3M | -2.7% | -29.3% | +26.5% | +1.6% |
| 6M | -8.0% | -34.7% | +26.7% | -5.3% |
| YTD | -55.0% | +10.7% | -65.7% | -61.0% |
| 1Y | -55.8% | +7.4% | -63.1% | -61.5% |
| 3Y | -62.0% | +161.1% | -223.1% | -75.8% |
| 5Y | -62.9% | +150.7% | -213.6% | -76.8% |
| 10Y | +62.6% | +360.8% | -298.2% | -31.0% |
| All | +62.6% | +375.1% | -312.5% | -31.0% |
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