+18.7%
AEM vs CTAS
+25.6%
-6.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.4% | +7.3% | +9.6% |
| 7D | +0.2% | +7.6% | -7.4% | +0.3% |
| 30D | +0.1% | +17.2% | -17.1% | -0.2% |
| 3M | +22.1% | +12.8% | +9.3% | +21.6% |
| 6M | +2.4% | +38.0% | -35.5% | -0.3% |
| YTD | +8.9% | +22.7% | -13.8% | +9.9% |
| 1Y | +18.7% | +25.6% | -6.9% | +19.9% |
| All | +18.7% | +25.6% | -6.9% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling