-58.4%
CSGP vs AEIS
+104.6%
-163.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -12.2% | +10.6% | -1.9% |
| 7D | +13.9% | -22.6% | +36.5% | +13.3% |
| 30D | +16.0% | -38.7% | +54.7% | +15.8% |
| 3M | +6.1% | -43.6% | +49.7% | +6.1% |
| 6M | -8.2% | -46.2% | +38.1% | -8.6% |
| YTD | -52.3% | -11.2% | -41.1% | -58.2% |
| 1Y | -54.5% | -17.7% | -36.8% | -59.4% |
| All | -58.4% | +104.6% | -163.0% | -74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling