+3,541.8%
AEM vs CTAS
+23,132.7%
-19,590.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +4.3% | 0.0% | +4.4% | +4.3% |
| 30D | +13.1% | -1.0% | +14.1% | +13.2% |
| 3M | +24.8% | +15.8% | +9.0% | +23.5% |
| 6M | -8.2% | -1.0% | -7.2% | -8.3% |
| YTD | +19.8% | +7.4% | +12.4% | +19.1% |
| 1Y | +32.1% | -0.1% | +32.2% | +31.8% |
| 3Y | +348.2% | +66.3% | +281.9% | +333.7% |
| 5Y | +297.5% | +111.0% | +186.5% | +279.4% |
| 10Y | +343.3% | +662.9% | -319.6% | +297.0% |
| All | +3,541.8% | +23,132.7% | -19,590.9% | +3,218.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling