+3,264.4%
CSGP vs AEIS
+2,301.5%
+962.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -2.9% |
| 7D | -4.1% | +3.0% | -7.0% | -4.7% |
| 30D | +2.3% | -14.6% | +17.0% | +5.1% |
| 3M | -8.2% | -12.4% | +4.3% | -8.7% |
| 6M | -35.1% | -15.0% | -20.1% | -36.1% |
| YTD | -54.0% | +34.3% | -88.3% | -59.5% |
| 1Y | -65.3% | +87.4% | -152.7% | -71.9% |
| 3Y | -62.6% | +139.8% | -202.3% | -72.0% |
| 5Y | -64.8% | +220.7% | -285.6% | -75.7% |
| 10Y | +45.1% | +531.6% | -486.5% | -19.9% |
| All | +3,264.4% | +2,301.5% | +962.8% | +854.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling