+6.6%
AEM vs CTAS
+23.6%
-17.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | 0.0% |
| 7D | -6.8% | +2.0% | -8.8% | -6.9% |
| 30D | +0.8% | +8.7% | -7.9% | +0.6% |
| 3M | -0.8% | +13.3% | -14.1% | -1.2% |
| 6M | -8.5% | +39.4% | -47.9% | -11.7% |
| YTD | +5.9% | +21.5% | -15.5% | +6.6% |
| 1Y | +6.6% | +21.9% | -15.3% | +6.9% |
| All | +6.6% | +23.6% | -17.0% | +6.9% |
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