-64.8%
CSGP vs AEIS
+219.5%
-284.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -2.8% |
| 7D | -4.1% | +3.0% | -7.0% | -4.5% |
| 30D | +2.3% | -14.6% | +17.0% | +4.2% |
| 3M | -8.2% | -12.4% | +4.3% | -9.0% |
| 6M | -35.1% | -15.0% | -20.1% | -36.5% |
| YTD | -54.0% | +34.3% | -88.3% | -61.1% |
| 1Y | -65.3% | +87.4% | -152.7% | -74.1% |
| 3Y | -62.6% | +139.8% | -202.3% | -75.7% |
| All | -64.8% | +219.5% | -284.3% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling