+408.7%
AEM vs CTAS
+814.6%
-405.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | -6.8% | +2.0% | -8.8% | -7.1% |
| 30D | +0.8% | +8.7% | -7.9% | -0.5% |
| 3M | -0.8% | +13.3% | -14.1% | -2.7% |
| 6M | -8.5% | +39.4% | -47.9% | -13.4% |
| YTD | +5.9% | +21.5% | -15.5% | +2.5% |
| 1Y | +6.6% | +21.9% | -15.3% | +3.0% |
| 3Y | +302.2% | +73.6% | +228.5% | +267.4% |
| 5Y | +250.8% | +116.2% | +134.6% | +209.8% |
| All | +408.7% | +814.6% | -405.9% | +338.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling