-63.2%
CSGP vs AEIS
+109.5%
-172.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.1% | -10.8% | -5.2% |
| 7D | +1.3% | -11.3% | +12.5% | +2.1% |
| 30D | +10.7% | -32.6% | +43.3% | +14.7% |
| 3M | +3.3% | -39.2% | +42.4% | +7.9% |
| 6M | -10.3% | -45.4% | +35.0% | -6.5% |
| YTD | -54.6% | -5.8% | -48.8% | -60.7% |
| 1Y | -54.6% | -10.0% | -44.7% | -60.4% |
| 3Y | -60.3% | +121.2% | -181.5% | -76.6% |
| All | -63.2% | +109.5% | -172.8% | -80.0% |
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 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