+65.2%
CSGP vs AEIS
+320.4%
-255.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.1% | -10.8% | -5.8% |
| 7D | +1.3% | -11.3% | +12.5% | +2.8% |
| 30D | +10.7% | -32.6% | +43.3% | +17.5% |
| 3M | +3.3% | -39.2% | +42.4% | +10.8% |
| 6M | -10.3% | -45.4% | +35.0% | -4.5% |
| YTD | -54.6% | -5.8% | -48.8% | -59.5% |
| 1Y | -54.6% | -10.0% | -44.7% | -59.2% |
| 3Y | -60.3% | +121.2% | -181.5% | -74.0% |
| 5Y | -63.3% | +110.6% | -173.9% | -76.2% |
| All | +65.2% | +320.4% | -255.2% | -30.5% |
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